+558.1%
PBR vs DD
+58.1%
+500.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.2% |
| 7D | +0.3% | -3.8% | +4.1% | +1.3% |
| 30D | +17.5% | -9.2% | +26.8% | +20.4% |
| 3M | +20.9% | -9.0% | +29.9% | +23.4% |
| 6M | +20.2% | -5.0% | +25.2% | +20.4% |
| YTD | +84.3% | +7.4% | +76.9% | +77.0% |
| 1Y | +77.1% | +35.1% | +42.0% | +57.1% |
| 3Y | +100.8% | +43.2% | +57.6% | +69.9% |
| All | +558.1% | +58.1% | +500.0% | +413.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling