+69.6%
PBR vs CAPR
+48.7%
+20.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | +8.6% | -2.0% | +10.6% | +8.6% |
| 30D | +12.8% | +139.2% | -126.4% | +12.2% |
| 3M | +14.7% | -66.4% | +81.0% | +15.0% |
| 6M | +25.2% | -63.1% | +88.3% | +25.5% |
| YTD | +77.1% | -67.4% | +144.6% | +77.6% |
| 1Y | +69.6% | +58.2% | +11.3% | +71.8% |
| All | +69.6% | +48.7% | +20.8% | +71.8% |
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