+1,405.7%
PBR vs DRI
+4,157.6%
-2,751.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -29.0% | +10.8% | -39.9% | -32.0% |
| 3M | +4.9% | +0.9% | +4.0% | +3.7% |
| 6M | -8.4% | +16.3% | -24.7% | -14.9% |
| YTD | +59.4% | +27.8% | +31.6% | +40.9% |
| 1Y | +45.5% | +33.9% | +11.6% | +26.0% |
| 3Y | +67.4% | +67.2% | +0.2% | +29.2% |
| 5Y | +453.0% | +79.0% | +374.0% | +303.2% |
| 10Y | +555.9% | +332.2% | +223.8% | +213.8% |
| All | +1,405.7% | +4,157.6% | -2,751.9% | +308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling