+1,573.8%
PBR vs DD
+458.3%
+1,115.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | +8.6% | -3.5% | +12.1% | +10.7% |
| 30D | +12.8% | -10.3% | +23.1% | +19.6% |
| 3M | +14.7% | -7.5% | +22.2% | +18.7% |
| 6M | +25.2% | -8.0% | +33.2% | +27.9% |
| YTD | +77.1% | +10.5% | +66.7% | +61.9% |
| 1Y | +69.6% | +38.3% | +31.3% | +34.6% |
| 3Y | +95.6% | +42.5% | +53.1% | +44.9% |
| 5Y | +501.8% | +60.2% | +441.6% | +297.1% |
| 10Y | +640.6% | +68.9% | +571.7% | +353.8% |
| All | +1,573.8% | +458.3% | +1,115.5% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling