+4,782.6%
DELL vs PBR
+718.2%
+4,064.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +8.7% | +0.3% | +8.4% | +8.6% |
| 30D | +16.9% | +17.5% | -0.6% | +12.9% |
| 3M | +40.4% | +20.9% | +19.5% | +34.5% |
| 6M | +267.1% | +20.2% | +246.8% | +250.2% |
| YTD | +329.1% | +84.3% | +244.8% | +273.7% |
| 1Y | +346.9% | +77.1% | +269.8% | +291.2% |
| 3Y | +696.6% | +100.8% | +595.8% | +570.9% |
| 5Y | +1,106.2% | +556.1% | +550.1% | +658.6% |
| 10Y | +4,177.7% | +676.1% | +3,501.7% | +2,206.8% |
| All | +4,782.6% | +718.2% | +4,064.4% | +2,512.6% |
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