+662.0%
PBR vs DRI
+353.8%
+308.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.3% |
| 7D | +5.4% | -3.2% | +8.6% | +6.8% |
| 30D | +22.9% | -7.8% | +30.7% | +27.0% |
| 3M | +19.6% | +0.4% | +19.3% | +18.4% |
| 6M | +16.5% | +4.8% | +11.7% | +12.2% |
| YTD | +86.7% | +16.7% | +69.9% | +69.6% |
| 1Y | +74.7% | +1.5% | +73.2% | +68.4% |
| 3Y | +102.6% | +56.3% | +46.3% | +54.0% |
| 5Y | +566.6% | +66.4% | +500.2% | +370.7% |
| All | +662.0% | +353.8% | +308.2% | +242.9% |
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