+72.9%
PBR vs DD
+49.3%
+23.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.8% | -5.2% | -7.0% |
| 7D | -11.0% | +8.7% | -19.7% | -10.7% |
| 30D | -18.8% | +15.3% | -34.1% | -18.3% |
| 3M | +7.8% | +5.9% | +1.9% | +8.1% |
| 6M | -7.6% | +11.6% | -19.2% | -7.3% |
| YTD | +72.7% | +26.5% | +46.1% | +71.7% |
| 1Y | +72.9% | +35.4% | +37.5% | +68.2% |
| All | +72.9% | +49.3% | +23.6% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling