+48.1%
PBR vs DG
+614.5%
-566.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -29.3% | +3.2% | -32.5% | -29.7% |
| 3M | +5.5% | +10.4% | -4.9% | +3.9% |
| 6M | -2.9% | +33.2% | -36.1% | -6.9% |
| YTD | +61.5% | +3.0% | +58.5% | +59.4% |
| 1Y | +46.9% | +31.2% | +15.6% | +39.5% |
| 3Y | +66.4% | +21.8% | +44.6% | +55.5% |
| 5Y | +460.3% | -35.0% | +495.3% | +473.2% |
| 10Y | +564.6% | +106.0% | +458.6% | +433.6% |
| All | +48.1% | +614.5% | -566.4% | -17.2% |
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