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  • DLR vs PBR✓SelectedUSD · PBRDLR vs PBR performance historyLatest closeAs of+0.59%09/08
Stock and ETF performance explorer

DLR vs PBR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,617.4%
PBR return
+1,017.8%
Excess return
+2,599.7%
Maximum drawdown
-56.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPBRExcessAlpha
1D+0.6%+3.5%-2.9%0.0%
7D+3.4%+2.5%+0.9%+2.9%
30D-2.2%+19.4%-21.6%-5.4%
3M+4.7%+20.8%-16.1%+0.9%
6M+9.0%+23.5%-14.5%+4.3%
YTD+24.1%+83.4%-59.3%+10.3%
1Y+20.9%+77.6%-56.6%+7.9%
3Y+60.0%+99.9%-39.8%+37.5%
5Y+35.3%+567.7%-532.4%-11.0%
10Y+165.8%+621.5%-455.8%+46.5%
All+3,617.4%+1,017.8%+2,599.7%+1,707.2%

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