+45.5%
PBR vs DAR
+59.8%
-14.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.7% |
| 7D | -3.7% | +9.2% | -12.9% | -7.4% |
| 30D | -29.0% | -12.3% | -16.8% | -25.0% |
| 3M | +4.9% | -12.7% | +17.6% | +10.8% |
| 6M | -8.4% | -12.8% | +4.3% | -3.3% |
| YTD | +59.4% | +53.8% | +5.6% | +44.7% |
| 1Y | +45.5% | +60.3% | -14.8% | +31.8% |
| All | +45.5% | +59.8% | -14.3% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling