+274.2%
CME vs PBR
+697.0%
-422.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | -1.6% | +5.4% | -7.0% | -2.3% |
| 30D | +5.6% | +22.9% | -17.3% | +2.5% |
| 3M | +5.6% | +19.6% | -14.0% | +2.8% |
| 6M | -8.3% | +16.5% | -24.7% | -10.5% |
| YTD | +4.3% | +86.7% | -82.3% | -4.8% |
| 1Y | +9.1% | +74.7% | -65.6% | +0.3% |
| 3Y | +52.1% | +102.6% | -50.5% | +34.5% |
| 5Y | +79.7% | +566.6% | -486.9% | +24.9% |
| All | +274.2% | +697.0% | -422.7% | +121.6% |
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