+232.9%
PBR vs CAPR
-99.0%
+331.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.7% | +10.3% | +1.7% |
| 7D | -3.7% | +19.1% | -22.8% | -4.1% |
| 30D | -29.0% | +48.8% | -77.9% | -29.6% |
| 3M | +4.9% | +144.4% | -139.5% | +2.6% |
| 6M | -8.4% | -67.5% | +59.1% | -8.0% |
| YTD | +59.4% | -64.5% | +123.9% | +59.7% |
| 1Y | +45.5% | +74.4% | -29.0% | +35.6% |
| 3Y | +67.4% | +265.7% | -198.3% | +48.9% |
| 5Y | +453.0% | +196.0% | +257.0% | +386.5% |
| 10Y | +555.9% | -62.4% | +618.3% | +441.1% |
| All | +232.9% | -99.0% | +331.9% | +167.5% |
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