+100.0%
PBR vs DD
+42.2%
+57.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.0% |
| 7D | +0.3% | -3.8% | +4.1% | +1.1% |
| 30D | +17.5% | -9.2% | +26.8% | +19.7% |
| 3M | +20.9% | -9.0% | +29.9% | +22.8% |
| 6M | +20.2% | -5.0% | +25.2% | +20.2% |
| YTD | +84.3% | +7.4% | +76.9% | +77.6% |
| 1Y | +77.1% | +35.1% | +42.0% | +59.0% |
| All | +100.0% | +42.2% | +57.8% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling