+69.6%
PBR vs DRI
+6.9%
+62.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -2.0% |
| 7D | +8.6% | +0.6% | +8.0% | +8.7% |
| 30D | +12.8% | +3.8% | +9.0% | +13.8% |
| 3M | +14.7% | +13.0% | +1.7% | +18.0% |
| 6M | +25.2% | +8.3% | +16.9% | +28.5% |
| YTD | +77.1% | +20.6% | +56.5% | +81.8% |
| 1Y | +69.6% | +6.5% | +63.1% | +78.2% |
| All | +69.6% | +6.9% | +62.6% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling