+575.8%
PBR vs DRI
+331.7%
+244.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | -1.0% | +1.1% | -2.1% | -1.5% |
| 30D | -29.3% | +9.7% | -39.0% | -32.3% |
| 3M | +5.5% | +3.2% | +2.3% | +3.2% |
| 6M | -2.9% | +20.6% | -23.5% | -12.1% |
| YTD | +61.5% | +28.3% | +33.2% | +39.8% |
| 1Y | +46.9% | +34.5% | +12.3% | +23.9% |
| 3Y | +66.4% | +66.5% | -0.1% | +22.4% |
| 5Y | +460.3% | +79.6% | +380.7% | +281.1% |
| All | +575.8% | +331.7% | +244.0% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling