+100.0%
PBR vs CAG
-37.6%
+137.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +0.3% | -6.6% | +6.9% | +1.1% |
| 30D | +17.5% | +2.3% | +15.2% | +17.2% |
| 3M | +20.9% | +16.3% | +4.6% | +18.2% |
| 6M | +20.2% | -16.0% | +36.3% | +23.1% |
| YTD | +84.3% | -7.7% | +92.0% | +85.4% |
| 1Y | +77.1% | -16.0% | +93.1% | +80.7% |
| All | +100.0% | -37.6% | +137.6% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling