+386.7%
PBR vs SITM
+4,437.5%
-4,050.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +0.3% | +3.7% | -3.4% | -0.2% |
| 30D | +17.5% | -14.5% | +32.0% | +19.6% |
| 3M | +20.9% | -10.6% | +31.5% | +20.7% |
| 6M | +20.2% | +65.5% | -45.3% | +8.0% |
| YTD | +84.3% | +67.0% | +17.3% | +63.9% |
| 1Y | +77.1% | +138.6% | -61.5% | +47.0% |
| 3Y | +100.8% | +421.8% | -321.0% | +35.1% |
| 5Y | +556.1% | +172.4% | +383.7% | +329.2% |
| All | +386.7% | +4,437.5% | -4,050.8% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling