+558.1%
PBR vs DG
-38.6%
+596.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.5% |
| 7D | +0.3% | -4.8% | +5.2% | +0.4% |
| 30D | +17.5% | +1.8% | +15.8% | +17.5% |
| 3M | +20.9% | +14.5% | +6.4% | +20.5% |
| 6M | +20.2% | -13.6% | +33.8% | +20.6% |
| YTD | +84.3% | -4.8% | +89.1% | +84.2% |
| 1Y | +77.1% | +21.6% | +55.5% | +75.1% |
| 3Y | +100.8% | +4.5% | +96.3% | +98.5% |
| All | +558.1% | -38.6% | +596.7% | +576.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling