+733.9%
CVS vs PBR
+1,873.9%
-1,140.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -0.3% | +17.5% | -17.8% | -2.4% |
| 3M | -1.1% | +20.9% | -22.0% | -3.6% |
| 6M | +23.7% | +20.2% | +3.5% | +20.3% |
| YTD | +23.0% | +84.3% | -61.3% | +13.0% |
| 1Y | +37.2% | +77.1% | -40.0% | +26.5% |
| 3Y | +62.4% | +100.8% | -38.4% | +45.4% |
| 5Y | +31.8% | +556.1% | -524.3% | -2.0% |
| 10Y | +41.9% | +676.1% | -634.1% | -5.2% |
| All | +733.9% | +1,873.9% | -1,140.0% | +345.9% |
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