+72.9%
PBR vs ITOT
+14.7%
+58.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.5% | -8.5% | -6.3% |
| 7D | -11.0% | -0.7% | -10.3% | -11.1% |
| 30D | -18.8% | -1.1% | -17.7% | -18.8% |
| 3M | +7.8% | -0.8% | +8.6% | +7.9% |
| 6M | -7.6% | +7.0% | -14.6% | -6.0% |
| YTD | +72.7% | +13.3% | +59.3% | +76.9% |
| 1Y | +72.9% | +14.8% | +58.1% | +76.3% |
| All | +72.9% | +14.7% | +58.3% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling