+66.4%
PBR vs CART
+135.4%
-68.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.3% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | -29.3% | +19.2% | -48.5% | -30.0% |
| 3M | +5.5% | +17.6% | -12.0% | +4.4% |
| 6M | -2.9% | +47.4% | -50.3% | -5.6% |
| YTD | +61.5% | +30.9% | +30.6% | +58.6% |
| 1Y | +46.9% | +46.0% | +0.9% | +42.5% |
| 3Y | +66.4% | +130.3% | -63.9% | +49.8% |
| All | +66.4% | +135.4% | -68.9% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling