+176.5%
DLR vs PBR
+697.0%
-520.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.8% |
| 7D | +0.1% | +5.4% | -5.3% | -0.4% |
| 30D | -4.3% | +22.9% | -27.2% | -6.2% |
| 3M | +3.8% | +19.6% | -15.8% | +1.9% |
| 6M | +5.8% | +16.5% | -10.6% | +4.0% |
| YTD | +23.5% | +86.7% | -63.1% | +15.8% |
| 1Y | +11.1% | +74.7% | -63.6% | +4.7% |
| 3Y | +57.9% | +102.6% | -44.7% | +45.6% |
| 5Y | +44.0% | +566.6% | -522.6% | +16.0% |
| All | +176.5% | +697.0% | -520.5% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling