+1,405.7%
PBR vs DAR
+4,561.9%
-3,156.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.2% |
| 7D | -3.7% | +9.2% | -12.9% | -5.2% |
| 30D | -29.0% | -12.3% | -16.8% | -27.6% |
| 3M | +4.9% | -12.7% | +17.6% | +7.1% |
| 6M | -8.4% | -12.8% | +4.3% | -6.6% |
| YTD | +59.4% | +53.8% | +5.6% | +48.4% |
| 1Y | +45.5% | +60.3% | -14.8% | +34.5% |
| 3Y | +67.4% | +31.7% | +35.6% | +56.6% |
| 5Y | +453.0% | -27.7% | +480.7% | +462.0% |
| 10Y | +555.9% | +309.8% | +246.2% | +421.3% |
| All | +1,405.7% | +4,561.9% | -3,156.2% | +1,016.9% |
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