+142.3%
CI vs PBR
+703.7%
-561.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | -1.3% | +4.2% | -5.6% | -2.1% |
| 30D | +3.1% | +22.7% | -19.6% | -1.0% |
| 3M | -4.5% | +21.5% | -26.0% | -8.3% |
| 6M | +8.3% | +24.0% | -15.7% | +3.1% |
| YTD | +3.8% | +88.2% | -84.4% | -9.2% |
| 1Y | -5.0% | +74.8% | -79.8% | -15.8% |
| 3Y | +5.8% | +105.1% | -99.4% | -11.2% |
| 5Y | +50.6% | +572.2% | -521.6% | -7.1% |
| All | +142.3% | +703.7% | -561.5% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling