+1,425.7%
PBR vs DAR
+4,614.9%
-3,189.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -1.0% | +11.6% | -12.6% | -2.8% |
| 30D | -29.3% | -10.2% | -19.1% | -28.1% |
| 3M | +5.5% | -14.8% | +20.4% | +8.2% |
| 6M | -2.9% | -10.1% | +7.2% | -1.4% |
| YTD | +61.5% | +55.5% | +5.9% | +50.1% |
| 1Y | +46.9% | +61.7% | -14.8% | +35.5% |
| 3Y | +66.4% | +37.2% | +29.3% | +54.7% |
| 5Y | +460.3% | -26.9% | +487.2% | +468.4% |
| 10Y | +564.6% | +314.4% | +250.2% | +427.2% |
| All | +1,425.7% | +4,614.9% | -3,189.2% | +1,029.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling