+567.7%
PBR vs CAPR
+87.6%
+480.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.1% | +3.5% |
| 7D | +2.5% | -9.5% | +11.9% | +2.5% |
| 30D | +19.4% | +121.5% | -102.1% | +18.7% |
| 3M | +20.8% | -65.4% | +86.2% | +21.1% |
| 6M | +23.5% | -67.5% | +91.0% | +23.8% |
| YTD | +83.4% | -68.6% | +152.0% | +83.9% |
| 1Y | +77.6% | +42.7% | +34.9% | +74.8% |
| 3Y | +99.9% | +43.4% | +56.5% | +92.7% |
| 5Y | +567.7% | +86.0% | +481.7% | +522.3% |
| All | +567.7% | +87.6% | +480.1% | +522.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling