+58.9%
DIA vs PBR
+99.7%
-40.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | -1.6% | +5.4% | -6.9% | -1.9% |
| 30D | -2.0% | +22.9% | -24.9% | -3.6% |
| 3M | +3.6% | +19.6% | -16.0% | +2.0% |
| 6M | +11.5% | +16.5% | -5.0% | +9.6% |
| YTD | +10.4% | +86.7% | -76.3% | +1.8% |
| 1Y | +15.6% | +74.7% | -59.1% | +7.5% |
| 3Y | +58.9% | +102.6% | -43.7% | +41.4% |
| All | +58.9% | +99.7% | -40.9% | +41.4% |
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