+51.6%
CME vs PBR
+97.2%
-45.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -0.6% | +0.3% | -1.0% | -0.7% |
| 30D | +4.7% | +17.5% | -12.9% | +3.8% |
| 3M | +7.8% | +20.9% | -13.1% | +6.7% |
| 6M | -11.0% | +20.2% | -31.2% | -11.7% |
| YTD | +4.0% | +84.3% | -80.3% | +2.6% |
| 1Y | +9.1% | +77.1% | -68.0% | +7.7% |
| All | +51.6% | +97.2% | -45.6% | +47.7% |
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