-5.7%
DT vs PBR
+74.7%
-80.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.4% | -0.6% |
| 7D | -25.5% | -11.0% | -14.5% | -25.6% |
| 30D | -22.3% | -18.8% | -3.5% | -22.6% |
| 3M | +2.3% | +7.8% | -5.5% | +3.5% |
| 6M | +20.7% | -7.6% | +28.3% | +23.2% |
| YTD | +7.9% | +72.7% | -64.7% | +10.2% |
| 1Y | -5.7% | +72.9% | -78.7% | -4.8% |
| All | -5.7% | +74.7% | -80.5% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling