+66.8%
PBR vs CART
+39.2%
+27.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.6% |
| 7D | -3.7% | +1.2% | -4.9% | -3.8% |
| 30D | -29.0% | +17.8% | -46.8% | -29.7% |
| 3M | +4.9% | +20.7% | -15.8% | +3.6% |
| 6M | -8.4% | +49.7% | -58.1% | -11.0% |
| YTD | +59.4% | +30.0% | +29.3% | +56.5% |
| 1Y | +45.5% | +48.4% | -2.9% | +41.0% |
| 3Y | +67.4% | +132.0% | -64.6% | +52.8% |
| All | +66.8% | +39.2% | +27.6% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling