+64.3%
PBR vs CART
+40.2%
+24.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.5% |
| 7D | -9.1% | -0.6% | -8.5% | -9.1% |
| 30D | -29.9% | +23.1% | -53.0% | -30.7% |
| 3M | +2.3% | +19.2% | -16.9% | +1.1% |
| 6M | -10.9% | +45.7% | -56.6% | -13.2% |
| YTD | +56.9% | +30.9% | +26.0% | +54.0% |
| 1Y | +38.0% | +50.2% | -12.2% | +33.7% |
| 3Y | +64.8% | +133.5% | -68.7% | +50.4% |
| All | +64.3% | +40.2% | +24.1% | +50.6% |
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