+6.0%
DT vs PBR
+101.4%
-95.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +1.5% |
| 7D | -2.5% | +4.2% | -6.8% | -2.8% |
| 30D | +3.5% | +22.7% | -19.2% | +1.8% |
| 3M | +26.7% | +21.5% | +5.2% | +24.5% |
| 6M | +36.1% | +24.0% | +12.1% | +33.3% |
| YTD | +18.6% | +88.2% | -69.6% | +10.1% |
| 1Y | +7.9% | +74.8% | -66.9% | +1.0% |
| All | +6.0% | +101.4% | -95.4% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling