+662.0%
PBR vs IT
+103.1%
+558.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -2.4% |
| 7D | +5.4% | -3.7% | +9.0% | +6.3% |
| 30D | +22.9% | +0.1% | +22.8% | +22.1% |
| 3M | +19.6% | +20.7% | -1.0% | +10.0% |
| 6M | +16.5% | +12.0% | +4.5% | +8.5% |
| YTD | +86.7% | -28.8% | +115.5% | +100.7% |
| 1Y | +74.7% | -25.5% | +100.2% | +83.1% |
| 3Y | +102.6% | -48.8% | +151.3% | +130.3% |
| 5Y | +566.6% | -42.7% | +609.3% | +582.0% |
| All | +662.0% | +103.1% | +558.9% | +328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling