+558.1%
PBR vs CAG
-41.2%
+599.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +0.3% | -6.6% | +6.9% | +1.4% |
| 30D | +17.5% | +2.3% | +15.2% | +17.1% |
| 3M | +20.9% | +16.3% | +4.6% | +17.3% |
| 6M | +20.2% | -16.0% | +36.3% | +23.8% |
| YTD | +84.3% | -7.7% | +92.0% | +85.8% |
| 1Y | +77.1% | -16.0% | +93.1% | +81.8% |
| 3Y | +100.8% | -37.7% | +138.5% | +116.5% |
| All | +558.1% | -41.2% | +599.3% | +600.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling