+392.9%
PBR vs SITM
+4,789.7%
-4,396.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.4% | -1.6% |
| 7D | +5.4% | +3.9% | +1.5% | +4.8% |
| 30D | +22.9% | -6.6% | +29.5% | +23.6% |
| 3M | +19.6% | -11.9% | +31.5% | +19.8% |
| 6M | +16.5% | +81.1% | -64.7% | +3.4% |
| YTD | +86.7% | +80.0% | +6.7% | +64.4% |
| 1Y | +74.7% | +145.8% | -71.1% | +44.6% |
| 3Y | +102.6% | +475.9% | -373.3% | +34.4% |
| 5Y | +566.6% | +189.2% | +377.4% | +333.7% |
| All | +392.9% | +4,789.7% | -4,396.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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