-10.9%
DOW vs PBR
+321.2%
-332.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -6.0% | +0.3% | -6.3% | -6.1% |
| 30D | -2.7% | +17.5% | -20.3% | -8.6% |
| 3M | -10.5% | +20.9% | -31.4% | -16.7% |
| 6M | -12.4% | +20.2% | -32.7% | -18.2% |
| YTD | +30.0% | +84.3% | -54.3% | +3.6% |
| 1Y | +27.8% | +77.1% | -49.3% | +3.0% |
| 3Y | -34.9% | +100.8% | -135.7% | -50.9% |
| 5Y | -35.9% | +556.1% | -592.0% | -72.3% |
| All | -10.9% | +321.2% | -332.1% | -64.2% |
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