+114.1%
DT vs PBR
+392.0%
-277.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.5% |
| 7D | -1.6% | +5.4% | -7.0% | -2.7% |
| 30D | +3.0% | +22.9% | -19.8% | -1.5% |
| 3M | +26.5% | +19.6% | +6.9% | +21.1% |
| 6M | +35.9% | +16.5% | +19.5% | +30.5% |
| YTD | +17.8% | +86.7% | -68.8% | +1.6% |
| 1Y | +4.1% | +74.7% | -70.7% | -9.2% |
| 3Y | +5.3% | +102.6% | -97.3% | -13.1% |
| 5Y | -27.2% | +566.6% | -593.8% | -58.8% |
| All | +114.1% | +392.0% | -277.9% | +21.1% |
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