+75.9%
DE vs PBR
+99.7%
-23.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -2.6% | +5.4% | -7.9% | -3.5% |
| 30D | +9.0% | +22.9% | -13.8% | +5.2% |
| 3M | +19.1% | +19.6% | -0.5% | +15.3% |
| 6M | +14.4% | +16.5% | -2.1% | +10.6% |
| YTD | +45.9% | +86.7% | -40.7% | +27.0% |
| 1Y | +43.6% | +74.7% | -31.1% | +26.4% |
| 3Y | +75.9% | +102.6% | -26.7% | +43.2% |
| All | +75.9% | +99.7% | -23.8% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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