+102.6%
PBR vs SITM
+452.7%
-350.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.4% | -1.2% |
| 7D | +5.4% | +3.9% | +1.5% | +5.1% |
| 30D | +22.9% | -6.6% | +29.5% | +23.2% |
| 3M | +19.6% | -11.9% | +31.5% | +19.7% |
| 6M | +16.5% | +81.1% | -64.7% | +9.2% |
| YTD | +86.7% | +80.0% | +6.7% | +74.5% |
| 1Y | +74.7% | +145.8% | -71.1% | +57.3% |
| 3Y | +102.6% | +475.9% | -373.3% | +58.2% |
| All | +102.6% | +452.7% | -350.1% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling