+66.4%
PBR vs DD
+88.8%
-22.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -1.0% | +5.0% | -6.0% | -2.0% |
| 30D | -29.3% | +19.7% | -49.0% | -31.8% |
| 3M | +5.5% | +7.2% | -1.7% | +4.0% |
| 6M | -2.9% | +1.0% | -3.9% | -3.2% |
| YTD | +61.5% | +29.1% | +32.4% | +49.7% |
| 1Y | +46.9% | +28.5% | +18.4% | +36.2% |
| 3Y | +66.4% | +89.4% | -23.0% | +22.9% |
| All | +66.4% | +88.8% | -22.4% | +22.9% |
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