+1,014.7%
CAH vs PBR
+1,873.9%
-859.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.2% | +0.3% | -2.6% | -2.3% |
| 30D | +1.2% | +17.5% | -16.3% | -1.2% |
| 3M | +13.1% | +20.9% | -7.8% | +9.8% |
| 6M | +8.5% | +20.2% | -11.8% | +5.1% |
| YTD | +17.6% | +84.3% | -66.7% | +7.0% |
| 1Y | +60.7% | +77.1% | -16.4% | +46.8% |
| 3Y | +183.2% | +100.8% | +82.3% | +150.3% |
| 5Y | +402.2% | +556.1% | -153.9% | +262.3% |
| 10Y | +302.3% | +676.1% | -373.7% | +158.8% |
| All | +1,014.7% | +1,873.9% | -859.2% | +476.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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