+1,573.8%
PBR vs DAR
+5,389.7%
-3,815.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +8.6% | +1.4% | +7.2% | +8.4% |
| 30D | +12.8% | +12.8% | 0.0% | +10.6% |
| 3M | +14.7% | +7.4% | +7.3% | +13.3% |
| 6M | +25.2% | +22.3% | +2.9% | +21.1% |
| YTD | +77.1% | +81.1% | -3.9% | +60.9% |
| 1Y | +69.6% | +106.5% | -36.9% | +50.2% |
| 3Y | +95.6% | +5.3% | +90.3% | +89.3% |
| 5Y | +501.8% | -11.5% | +513.3% | +492.0% |
| 10Y | +640.6% | +353.3% | +287.2% | +478.8% |
| All | +1,573.8% | +5,389.7% | -3,815.9% | +1,110.6% |
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