-2.9%
PBR vs DD
+1.6%
-4.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -1.0% | +5.0% | -6.0% | -0.6% |
| 30D | -29.3% | +19.7% | -49.0% | -27.3% |
| 3M | +5.5% | +7.2% | -1.7% | +6.0% |
| 6M | -2.9% | +1.0% | -3.9% | -2.8% |
| All | -2.9% | +1.6% | -4.5% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling