+104.3%
PBR vs DG
+3.3%
+101.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.2% |
| 7D | +4.2% | -6.3% | +10.5% | +4.4% |
| 30D | +22.7% | +2.4% | +20.3% | +22.6% |
| 3M | +21.5% | +12.4% | +9.1% | +21.0% |
| 6M | +24.0% | -14.9% | +38.9% | +24.6% |
| YTD | +88.2% | -6.1% | +94.3% | +88.2% |
| 1Y | +74.8% | +17.9% | +57.0% | +72.0% |
| All | +104.3% | +3.3% | +101.0% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling