+3.5%
CI vs PBR
+97.2%
-93.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +0.5% | +17.5% | -17.1% | -0.5% |
| 3M | -5.2% | +20.9% | -26.1% | -6.4% |
| 6M | +4.3% | +20.2% | -15.9% | +2.9% |
| YTD | +2.8% | +84.3% | -81.5% | -1.9% |
| 1Y | -5.8% | +77.1% | -82.9% | -9.9% |
| All | +3.5% | +97.2% | -93.7% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling