+1,678.6%
PBR vs DGX
+1,077.3%
+601.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.8% |
| 7D | +4.2% | -3.5% | +7.7% | +5.5% |
| 30D | +22.7% | -2.7% | +25.4% | +23.8% |
| 3M | +21.5% | +13.9% | +7.6% | +15.3% |
| 6M | +24.0% | +16.0% | +8.0% | +16.4% |
| YTD | +88.2% | +34.9% | +53.3% | +66.4% |
| 1Y | +74.8% | +30.6% | +44.3% | +56.2% |
| 3Y | +105.1% | +93.0% | +12.1% | +55.2% |
| 5Y | +572.2% | +64.4% | +507.8% | +428.2% |
| 10Y | +692.7% | +248.1% | +444.6% | +352.3% |
| All | +1,678.6% | +1,077.3% | +601.3% | +673.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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