+5.6%
CVS vs PBR
+74.7%
-69.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -7.0% | -5.6% | -12.1% |
| 7D | -11.1% | -11.0% | -0.1% | -10.7% |
| 30D | -7.4% | -18.8% | +11.3% | -7.0% |
| 3M | -22.9% | +7.8% | -30.7% | -21.7% |
| 6M | -1.2% | -7.6% | +6.4% | -1.3% |
| YTD | +3.9% | +72.7% | -68.8% | +7.2% |
| 1Y | +5.6% | +72.9% | -67.4% | +9.5% |
| All | +5.6% | +74.7% | -69.2% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling