+92.0%
PBR vs CART
+14.3%
+77.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.5% | +3.9% |
| 7D | +2.5% | -4.1% | +6.6% | +2.7% |
| 30D | +19.4% | -4.3% | +23.7% | +19.6% |
| 3M | +20.8% | +13.1% | +7.7% | +19.6% |
| 6M | +23.5% | +26.0% | -2.5% | +21.2% |
| YTD | +83.4% | +6.7% | +76.7% | +82.3% |
| 1Y | +77.6% | +6.3% | +71.3% | +75.9% |
| All | +92.0% | +14.3% | +77.7% | +78.2% |
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