+112.2%
DT vs PBR
+385.8%
-273.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -0.5% | +0.3% | -0.9% | -0.6% |
| 30D | +0.1% | +17.5% | -17.5% | -3.4% |
| 3M | +24.1% | +20.9% | +3.2% | +18.5% |
| 6M | +30.1% | +20.2% | +9.9% | +24.0% |
| YTD | +16.8% | +84.3% | -67.5% | +0.9% |
| 1Y | -0.1% | +77.1% | -77.2% | -13.2% |
| 3Y | +6.8% | +100.8% | -94.0% | -11.6% |
| 5Y | -28.4% | +556.1% | -584.5% | -59.3% |
| All | +112.2% | +385.8% | -273.6% | +20.3% |
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