+1,145.9%
DELL vs PBR
+552.2%
+593.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.8% | +12.1% |
| 7D | +8.2% | +5.4% | +2.9% | +7.3% |
| 30D | +17.1% | +22.9% | -5.8% | +13.2% |
| 3M | +45.2% | +19.6% | +25.5% | +40.6% |
| 6M | +286.8% | +16.5% | +270.3% | +274.4% |
| YTD | +354.8% | +86.7% | +268.1% | +304.4% |
| 1Y | +358.3% | +74.7% | +283.5% | +311.2% |
| 3Y | +724.9% | +102.6% | +622.3% | +616.1% |
| All | +1,145.9% | +552.2% | +593.8% | +814.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling