+236.3%
PBR vs CAPR
-99.1%
+335.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.9% | +9.6% | -0.2% |
| 7D | -13.3% | +7.6% | -20.9% | -13.4% |
| 30D | -27.7% | +13.3% | -41.0% | -28.0% |
| 3M | +2.7% | +130.4% | -127.7% | +0.5% |
| 6M | -6.7% | -70.8% | +64.1% | -6.0% |
| YTD | +60.9% | -69.3% | +130.2% | +61.8% |
| 1Y | +46.6% | +59.5% | -12.9% | +36.9% |
| 3Y | +69.1% | +216.8% | -147.7% | +50.8% |
| 5Y | +469.6% | +152.7% | +316.9% | +402.9% |
| 10Y | +523.4% | -68.2% | +591.6% | +416.1% |
| All | +236.3% | -99.1% | +335.4% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling