+453.0%
PBR vs DRI
+78.5%
+374.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.6% |
| 7D | -3.7% | -0.3% | -3.4% | -3.7% |
| 30D | -29.0% | +10.8% | -39.9% | -30.0% |
| 3M | +4.9% | +0.9% | +4.0% | +4.7% |
| 6M | -8.4% | +16.3% | -24.7% | -10.8% |
| YTD | +59.4% | +27.8% | +31.6% | +51.2% |
| 1Y | +45.5% | +33.9% | +11.6% | +36.4% |
| 3Y | +67.4% | +67.2% | +0.2% | +48.7% |
| 5Y | +453.0% | +79.0% | +374.0% | +386.9% |
| All | +453.0% | +78.5% | +374.5% | +386.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling