+65.1%
CSGP vs PBR
+499.6%
-434.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.9% |
| 7D | -3.2% | -13.3% | +10.1% | -1.5% |
| 30D | +2.2% | -27.7% | +30.0% | +6.1% |
| 3M | -3.7% | +2.7% | -6.3% | -4.5% |
| 6M | -7.4% | -6.7% | -0.7% | -7.3% |
| YTD | -54.9% | +60.9% | -115.8% | -58.2% |
| 1Y | -54.9% | +46.6% | -101.5% | -57.7% |
| 3Y | -61.9% | +69.1% | -131.0% | -65.3% |
| 5Y | -63.1% | +469.6% | -532.7% | -72.2% |
| 10Y | +65.1% | +523.4% | -458.2% | +14.2% |
| All | +65.1% | +499.6% | -434.5% | +14.2% |
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