+662.0%
PBR vs DAR
+366.1%
+296.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +22.9% | +2.6% | +20.2% | +21.2% |
| 3M | +19.6% | +14.2% | +5.4% | +12.2% |
| 6M | +16.5% | +17.2% | -0.7% | +8.0% |
| YTD | +86.7% | +80.9% | +5.8% | +42.3% |
| 1Y | +74.7% | +104.0% | -29.3% | +24.5% |
| 3Y | +102.6% | +3.6% | +98.9% | +87.3% |
| 5Y | +566.6% | -7.8% | +574.4% | +505.3% |
| All | +662.0% | +366.1% | +296.0% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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