+556.1%
PBR vs DAR
-8.0%
+564.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +17.5% | +7.4% | +10.1% | +14.8% |
| 3M | +20.9% | +15.7% | +5.2% | +15.3% |
| 6M | +20.2% | +30.0% | -9.8% | +10.8% |
| YTD | +84.3% | +87.5% | -3.2% | +52.2% |
| 1Y | +77.1% | +113.4% | -36.3% | +39.7% |
| 3Y | +100.8% | +15.3% | +85.5% | +86.0% |
| 5Y | +556.1% | -4.3% | +560.4% | +527.0% |
| All | +556.1% | -8.0% | +564.1% | +527.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling