+46.9%
PBR vs D
+15.6%
+31.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -1.0% | -1.4% | +0.3% | -0.9% |
| 30D | -29.3% | +7.7% | -37.0% | -30.2% |
| 3M | +5.5% | -0.3% | +5.8% | +5.9% |
| 6M | -2.9% | +10.1% | -13.0% | -5.3% |
| YTD | +61.5% | +19.1% | +42.4% | +52.1% |
| 1Y | +46.9% | +15.9% | +30.9% | +38.7% |
| All | +46.9% | +15.6% | +31.2% | +38.7% |
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 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