+1,168.6%
PBR vs ITOT
+885.8%
+282.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.3% |
| 7D | +0.3% | -0.4% | +0.7% | +0.8% |
| 30D | +17.5% | -1.6% | +19.1% | +20.0% |
| 3M | +20.9% | +3.5% | +17.4% | +13.7% |
| 6M | +20.2% | +13.1% | +7.1% | -1.9% |
| YTD | +84.3% | +12.7% | +71.6% | +50.5% |
| 1Y | +77.1% | +18.3% | +58.8% | +33.9% |
| 3Y | +100.8% | +76.4% | +24.4% | -20.8% |
| 5Y | +556.1% | +73.8% | +482.4% | +141.9% |
| 10Y | +676.1% | +301.2% | +374.8% | -22.6% |
| All | +1,168.6% | +885.8% | +282.8% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling