+1,632.9%
PBR vs CAG
+153.4%
+1,479.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +4.0% |
| 7D | +2.5% | -5.3% | +7.7% | +4.4% |
| 30D | +19.4% | +1.0% | +18.4% | +18.8% |
| 3M | +20.8% | +17.4% | +3.4% | +13.3% |
| 6M | +23.5% | -16.8% | +40.3% | +30.0% |
| YTD | +83.4% | -6.8% | +90.2% | +84.9% |
| 1Y | +77.6% | -15.4% | +92.9% | +84.7% |
| 3Y | +99.9% | -37.1% | +136.9% | +126.9% |
| 5Y | +567.7% | -41.3% | +609.0% | +666.1% |
| 10Y | +621.5% | -35.5% | +657.0% | +637.9% |
| All | +1,632.9% | +153.4% | +1,479.5% | +1,011.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling