+545.8%
PBR vs CAPR
-59.1%
+604.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +26.5% | -29.0% | -3.0% |
| 7D | -9.1% | +25.8% | -34.9% | -9.6% |
| 30D | -29.9% | +50.2% | -80.1% | -30.5% |
| 3M | +2.3% | +185.5% | -183.2% | -0.3% |
| 6M | -10.9% | -64.8% | +53.9% | -10.5% |
| YTD | +56.9% | -61.1% | +118.0% | +57.0% |
| 1Y | +38.0% | +81.0% | -42.9% | +28.4% |
| 3Y | +64.8% | +300.7% | -235.9% | +43.4% |
| 5Y | +447.1% | +223.3% | +223.8% | +368.3% |
| 10Y | +545.8% | -58.8% | +604.5% | +368.8% |
| All | +545.8% | -59.1% | +604.8% | +368.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling