+42.7%
CI vs PBR
+566.8%
-524.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +0.5% | +17.5% | -17.1% | -1.2% |
| 3M | -5.2% | +20.9% | -26.1% | -7.1% |
| 6M | +4.3% | +20.2% | -15.9% | +2.0% |
| YTD | +2.8% | +84.3% | -81.5% | -4.3% |
| 1Y | -5.8% | +77.1% | -82.9% | -11.9% |
| 3Y | +4.7% | +100.8% | -96.1% | -4.7% |
| 5Y | +42.7% | +556.1% | -513.4% | +6.5% |
| All | +42.7% | +566.8% | -524.1% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling