+3,617.4%
DLR vs PBR
+1,017.8%
+2,599.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 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