+662.0%
PBR vs DD
+66.6%
+595.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +5.4% | -3.5% | +8.9% | +7.3% |
| 30D | +22.9% | -11.7% | +34.5% | +31.0% |
| 3M | +19.6% | -9.2% | +28.9% | +25.0% |
| 6M | +16.5% | -7.2% | +23.7% | +18.3% |
| YTD | +86.7% | +6.6% | +80.0% | +73.8% |
| 1Y | +74.7% | +32.0% | +42.7% | +42.1% |
| 3Y | +102.6% | +42.1% | +60.4% | +49.1% |
| 5Y | +566.6% | +58.1% | +508.5% | +330.0% |
| All | +662.0% | +66.6% | +595.4% | +176.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling