+72.9%
PBR vs CAPR
+47.4%
+25.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.3% | -15.2% | -7.0% |
| 7D | -11.0% | +43.2% | -54.2% | -11.1% |
| 30D | -18.8% | +14.7% | -33.4% | -18.8% |
| 3M | +7.8% | +113.9% | -106.1% | +7.3% |
| 6M | -7.6% | -73.4% | +65.8% | -7.3% |
| YTD | +72.7% | -69.1% | +141.7% | +73.1% |
| 1Y | +72.9% | +47.2% | +25.8% | +71.3% |
| All | +72.9% | +47.4% | +25.5% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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