+102.6%
PBR vs DTE
+43.4%
+59.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | +5.4% | -2.6% | +7.9% | +6.2% |
| 30D | +22.9% | -4.4% | +27.3% | +24.4% |
| 3M | +19.6% | -8.3% | +28.0% | +22.5% |
| 6M | +16.5% | -8.1% | +24.6% | +18.9% |
| YTD | +86.7% | +4.4% | +82.2% | +82.1% |
| 1Y | +74.7% | +0.2% | +74.5% | +72.7% |
| 3Y | +102.6% | +42.6% | +60.0% | +73.6% |
| All | +102.6% | +43.4% | +59.2% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling