+566.9%
PBR vs DAR
+307.1%
+259.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.6% |
| 7D | -3.7% | +9.2% | -12.9% | -7.6% |
| 30D | -29.0% | -12.3% | -16.8% | -25.0% |
| 3M | +4.9% | -12.7% | +17.6% | +10.7% |
| 6M | -8.4% | -12.8% | +4.3% | -3.6% |
| YTD | +59.4% | +53.8% | +5.6% | +30.3% |
| 1Y | +45.5% | +60.3% | -14.8% | +16.3% |
| 3Y | +67.4% | +31.7% | +35.6% | +35.4% |
| 5Y | +453.0% | -27.7% | +480.7% | +469.4% |
| All | +566.9% | +307.1% | +259.9% | +119.4% |
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