+572.2%
PBR vs DRI
+63.5%
+508.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +4.2% | -4.8% | +9.1% | +5.0% |
| 30D | +22.7% | -5.2% | +27.9% | +23.6% |
| 3M | +21.5% | +2.7% | +18.8% | +20.6% |
| 6M | +24.0% | +3.6% | +20.4% | +22.6% |
| YTD | +88.2% | +15.4% | +72.8% | +81.0% |
| 1Y | +74.8% | +1.3% | +73.6% | +73.1% |
| 3Y | +105.1% | +53.1% | +52.0% | +83.4% |
| 5Y | +572.2% | +64.6% | +507.7% | +475.7% |
| All | +572.2% | +63.5% | +508.8% | +475.7% |
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 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