+72.9%
PBR vs DG
+45.3%
+27.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.5% | -15.5% | -6.3% |
| 7D | -11.0% | +12.3% | -23.2% | -10.1% |
| 30D | -18.8% | +19.3% | -38.1% | -17.5% |
| 3M | +7.8% | +11.9% | -4.0% | +8.9% |
| 6M | -7.6% | +25.0% | -32.6% | -6.1% |
| YTD | +72.7% | +8.7% | +63.9% | +73.0% |
| 1Y | +72.9% | +44.7% | +28.3% | +63.4% |
| All | +72.9% | +45.3% | +27.7% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling