+33.1%
CVS vs PBR
+557.7%
-524.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.2% |
| 7D | -2.0% | +4.2% | -6.2% | -2.2% |
| 30D | +1.9% | +22.7% | -20.8% | +1.0% |
| 3M | -2.2% | +21.5% | -23.7% | -3.1% |
| 6M | +26.7% | +24.0% | +2.7% | +25.2% |
| YTD | +22.9% | +88.2% | -65.4% | +18.6% |
| 1Y | +32.9% | +74.8% | -41.9% | +28.8% |
| 3Y | +62.3% | +105.1% | -42.8% | +54.6% |
| All | +33.1% | +557.7% | -524.6% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling