+6,706.3%
CME vs PBR
+3,369.9%
+3,336.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.8% |
| 7D | -2.9% | +2.5% | -5.3% | -3.4% |
| 30D | +5.5% | +19.4% | -13.9% | +1.5% |
| 3M | +11.0% | +20.8% | -9.8% | +6.3% |
| 6M | -9.7% | +23.5% | -33.2% | -14.2% |
| YTD | +4.9% | +83.4% | -78.5% | -8.6% |
| 1Y | +10.1% | +77.6% | -67.5% | -3.7% |
| 3Y | +53.5% | +99.9% | -46.3% | +27.7% |
| 5Y | +77.2% | +567.7% | -490.6% | +6.0% |
| 10Y | +282.1% | +621.5% | -339.4% | +89.9% |
| All | +6,706.3% | +3,369.9% | +3,336.5% | +2,013.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling