+72.9%
PBR vs CAG
-6.8%
+79.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.0% | -12.9% | -7.0% |
| 7D | -11.0% | +9.7% | -20.7% | -11.2% |
| 30D | -18.8% | +15.8% | -34.5% | -18.9% |
| 3M | +7.8% | +1.8% | +6.0% | +8.2% |
| 6M | -7.6% | +11.5% | -19.1% | -8.1% |
| YTD | +72.7% | -6.7% | +79.4% | +72.3% |
| 1Y | +72.9% | -5.6% | +78.6% | +72.3% |
| All | +72.9% | -6.8% | +79.8% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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