+75.1%
PBR vs CAI
-11.0%
+86.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | +4.2% | -5.1% | +9.3% | +4.0% |
| 30D | +22.7% | +3.9% | +18.8% | +22.9% |
| 3M | +21.5% | +40.1% | -18.6% | +23.3% |
| 6M | +24.0% | +29.7% | -5.7% | +25.5% |
| YTD | +88.2% | -10.9% | +99.1% | +88.1% |
| 1Y | +74.8% | -28.0% | +102.8% | +73.0% |
| All | +75.1% | -11.0% | +86.1% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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