+1,573.8%
PBR vs DRI
+3,919.0%
-2,345.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +8.6% | +0.6% | +8.0% | +8.4% |
| 30D | +12.8% | +3.8% | +9.0% | +10.9% |
| 3M | +14.7% | +13.0% | +1.7% | +8.5% |
| 6M | +25.2% | +8.3% | +16.9% | +19.6% |
| YTD | +77.1% | +20.6% | +56.5% | +61.2% |
| 1Y | +69.6% | +6.5% | +63.1% | +61.3% |
| 3Y | +95.6% | +53.7% | +41.9% | +56.8% |
| 5Y | +501.8% | +72.7% | +429.1% | +346.6% |
| 10Y | +640.6% | +363.2% | +277.4% | +248.3% |
| All | +1,573.8% | +3,919.0% | -2,345.3% | +367.6% |
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