+6,022.3%
DE vs PBR
+1,899.4%
+4,123.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -2.6% | +5.4% | -7.9% | -4.0% |
| 30D | +9.0% | +22.9% | -13.8% | +3.1% |
| 3M | +19.1% | +19.6% | -0.5% | +13.0% |
| 6M | +14.4% | +16.5% | -2.1% | +8.6% |
| YTD | +45.9% | +86.7% | -40.7% | +21.6% |
| 1Y | +43.6% | +74.7% | -31.1% | +21.4% |
| 3Y | +75.9% | +102.6% | -26.7% | +39.8% |
| 5Y | +98.8% | +566.6% | -467.8% | +8.0% |
| 10Y | +861.4% | +686.1% | +175.4% | +317.3% |
| All | +6,022.3% | +1,899.4% | +4,123.0% | +1,954.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling