+1,573.8%
PBR vs D
+682.3%
+891.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | +8.6% | +1.5% | +7.1% | +7.6% |
| 30D | +12.8% | -2.6% | +15.4% | +14.5% |
| 3M | +14.7% | 0.0% | +14.7% | +14.3% |
| 6M | +25.2% | +7.4% | +17.8% | +18.6% |
| YTD | +77.1% | +15.9% | +61.3% | +59.6% |
| 1Y | +69.6% | +18.1% | +51.4% | +50.4% |
| 3Y | +95.6% | +58.4% | +37.2% | +36.8% |
| 5Y | +501.8% | +5.2% | +496.6% | +434.9% |
| 10Y | +640.6% | +35.9% | +604.7% | +404.1% |
| All | +1,573.8% | +682.3% | +891.5% | +373.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling