+676.1%
PBR vs D
+34.1%
+642.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | +0.3% | -0.4% | +0.8% | +0.5% |
| 30D | +17.5% | -2.1% | +19.6% | +18.4% |
| 3M | +20.9% | -0.7% | +21.6% | +21.0% |
| 6M | +20.2% | +5.6% | +14.7% | +17.2% |
| YTD | +84.3% | +14.6% | +69.7% | +73.6% |
| 1Y | +77.1% | +15.3% | +61.8% | +66.2% |
| 3Y | +100.8% | +59.1% | +41.7% | +61.2% |
| 5Y | +556.1% | +3.9% | +552.2% | +526.9% |
| 10Y | +676.1% | +38.5% | +637.6% | +529.5% |
| All | +676.1% | +34.1% | +642.0% | +529.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling