+1,441.5%
PBR vs D
+715.1%
+726.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.5% |
| 7D | -16.0% | +3.0% | -18.9% | -17.8% |
| 30D | -22.8% | +11.5% | -34.2% | -28.2% |
| 3M | +3.0% | +3.7% | -0.7% | -0.1% |
| 6M | -8.1% | +13.5% | -21.6% | -16.2% |
| YTD | +63.1% | +20.7% | +42.4% | +42.4% |
| 1Y | +59.3% | +18.2% | +41.0% | +40.5% |
| 3Y | +66.1% | +73.3% | -7.2% | +9.6% |
| 5Y | +495.8% | +12.3% | +483.6% | +408.1% |
| 10Y | +514.7% | +43.4% | +471.3% | +300.6% |
| All | +1,441.5% | +715.1% | +726.5% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling