+62.5%
PBR vs DG
+606.1%
-543.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | +8.6% | +8.4% | +0.2% | +7.5% |
| 30D | +12.8% | +4.9% | +7.9% | +12.1% |
| 3M | +14.7% | +29.3% | -14.7% | +10.7% |
| 6M | +25.2% | -11.3% | +36.4% | +26.6% |
| YTD | +77.1% | +1.8% | +75.4% | +75.6% |
| 1Y | +69.6% | +25.3% | +44.2% | +62.4% |
| 3Y | +95.6% | +9.1% | +86.5% | +86.3% |
| 5Y | +501.8% | -34.9% | +536.6% | +515.4% |
| 10Y | +640.6% | +108.2% | +532.4% | +493.7% |
| All | +62.5% | +606.1% | -543.6% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling