+270.1%
PBR vs CAPR
-99.1%
+369.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | +8.6% | -2.0% | +10.6% | +8.6% |
| 30D | +12.8% | +139.2% | -126.4% | +10.6% |
| 3M | +14.7% | -66.4% | +81.0% | +15.5% |
| 6M | +25.2% | -63.1% | +88.3% | +25.8% |
| YTD | +77.1% | -67.4% | +144.6% | +78.2% |
| 1Y | +69.6% | +58.2% | +11.3% | +58.5% |
| 3Y | +95.6% | +42.2% | +53.4% | +77.7% |
| 5Y | +501.8% | +87.3% | +414.5% | +436.0% |
| 10Y | +640.6% | -75.3% | +715.8% | +516.8% |
| All | +270.1% | -99.1% | +369.2% | +198.6% |
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