+542.7%
PBR vs SITM
+187.3%
+355.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.4% | -1.1% |
| 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% | +10.9% |
| YTD | +86.7% | +80.0% | +6.7% | +77.3% |
| 1Y | +74.7% | +145.8% | -71.1% | +61.7% |
| 3Y | +102.6% | +475.9% | -373.3% | +73.8% |
| All | +542.7% | +187.3% | +355.4% | +438.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling