+77.1%
PBR vs CAPR
+35.4%
+41.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.5% |
| 7D | +0.3% | -12.6% | +13.0% | +0.4% |
| 30D | +17.5% | +124.4% | -106.9% | +17.0% |
| 3M | +20.9% | -66.8% | +87.7% | +21.2% |
| 6M | +20.2% | -71.8% | +92.0% | +20.6% |
| YTD | +84.3% | -70.1% | +154.3% | +84.8% |
| 1Y | +77.1% | +33.3% | +43.8% | +76.1% |
| All | +77.1% | +35.4% | +41.7% | +76.1% |
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