+69.6%
PBR vs D
+15.7%
+53.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | +8.6% | +0.4% | +8.1% | +8.5% |
| 30D | +12.8% | -3.6% | +16.4% | +13.7% |
| 3M | +14.7% | -1.0% | +15.7% | +14.7% |
| 6M | +25.2% | +6.3% | +18.9% | +22.0% |
| YTD | +77.1% | +14.7% | +62.4% | +66.9% |
| 1Y | +69.6% | +16.9% | +52.6% | +56.2% |
| All | +69.6% | +15.7% | +53.9% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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