+99.9%
PBR vs DAR
+14.9%
+85.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.7% |
| 7D | +2.5% | -0.9% | +3.3% | +2.7% |
| 30D | +19.4% | +13.0% | +6.4% | +15.3% |
| 3M | +20.8% | +15.0% | +5.8% | +16.1% |
| 6M | +23.5% | +26.8% | -3.4% | +15.9% |
| YTD | +83.4% | +86.4% | -3.0% | +57.0% |
| 1Y | +77.6% | +115.1% | -37.5% | +46.1% |
| 3Y | +99.9% | +14.6% | +85.2% | +83.6% |
| All | +99.9% | +14.9% | +85.0% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling