-5.0%
CI vs PBR
+80.2%
-85.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.8% |
| 7D | -1.3% | +4.2% | -5.6% | -1.6% |
| 30D | +3.1% | +22.7% | -19.6% | +1.7% |
| 3M | -4.5% | +21.5% | -26.0% | -6.1% |
| 6M | +8.3% | +24.0% | -15.7% | +5.7% |
| YTD | +3.8% | +88.2% | -84.4% | -6.7% |
| 1Y | -5.0% | +74.8% | -79.8% | -16.0% |
| All | -5.0% | +80.2% | -85.2% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling