+739.6%
DIA vs PBR
+1,873.9%
-1,134.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.2% | +0.3% | -1.6% | -1.3% |
| 30D | -2.7% | +17.5% | -20.2% | -5.7% |
| 3M | +3.3% | +20.9% | -17.6% | -0.7% |
| 6M | +10.4% | +20.2% | -9.8% | +5.8% |
| YTD | +10.0% | +84.3% | -74.3% | -3.1% |
| 1Y | +16.2% | +77.1% | -60.9% | +2.9% |
| 3Y | +58.7% | +100.8% | -42.1% | +35.1% |
| 5Y | +63.6% | +556.1% | -492.5% | +6.2% |
| 10Y | +251.0% | +676.1% | -425.0% | +95.9% |
| All | +739.6% | +1,873.9% | -1,134.3% | +221.8% |
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