+72.9%
PBR vs DRI
+34.0%
+39.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.1% | -12.1% | -5.3% |
| 7D | -11.0% | +6.5% | -17.5% | -9.0% |
| 30D | -18.8% | +16.4% | -35.2% | -14.9% |
| 3M | +7.8% | +13.6% | -5.8% | +12.7% |
| 6M | -7.6% | +22.0% | -29.6% | -0.7% |
| YTD | +72.7% | +29.3% | +43.4% | +89.0% |
| 1Y | +72.9% | +32.0% | +40.9% | +91.6% |
| All | +72.9% | +34.0% | +39.0% | +91.6% |
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