+74.7%
PBR vs DRI
+2.4%
+72.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.6% |
| 7D | +5.4% | -3.2% | +8.6% | +4.7% |
| 30D | +22.9% | -7.8% | +30.7% | +20.8% |
| 3M | +19.6% | +0.4% | +19.3% | +20.4% |
| 6M | +16.5% | +4.8% | +11.7% | +18.7% |
| YTD | +86.7% | +16.7% | +69.9% | +90.2% |
| 1Y | +74.7% | +1.5% | +73.2% | +82.7% |
| All | +74.7% | +2.4% | +72.3% | +82.7% |
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