+319.1%
DELL vs PBR
+70.4%
+248.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.5% |
| 7D | +14.9% | +8.6% | +6.3% | +15.2% |
| 30D | +13.3% | +12.8% | +0.5% | +13.7% |
| 3M | +24.4% | +14.7% | +9.7% | +24.7% |
| 6M | +258.0% | +25.2% | +232.8% | +249.6% |
| YTD | +320.2% | +77.1% | +243.0% | +316.9% |
| 1Y | +319.1% | +69.6% | +249.5% | +314.5% |
| All | +319.1% | +70.4% | +248.7% | +314.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling