+567.7%
PBR vs D
+8.5%
+559.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +3.4% |
| 7D | +2.5% | +0.8% | +1.7% | +2.3% |
| 30D | +19.4% | -0.7% | +20.1% | +19.6% |
| 3M | +20.8% | +2.1% | +18.7% | +20.1% |
| 6M | +23.5% | +6.8% | +16.7% | +21.1% |
| YTD | +83.4% | +16.5% | +66.9% | +75.9% |
| 1Y | +77.6% | +19.2% | +58.4% | +69.3% |
| 3Y | +99.9% | +61.9% | +38.0% | +74.3% |
| 5Y | +567.7% | +6.5% | +561.2% | +554.1% |
| All | +567.7% | +8.5% | +559.2% | +554.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling