-8.1%
PBR vs CART
+35.4%
-43.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -16.0% | +3.0% | -18.9% | -15.5% |
| 30D | -22.8% | +28.6% | -51.3% | -21.1% |
| 3M | +3.0% | +29.1% | -26.1% | +5.0% |
| 6M | -8.1% | +44.7% | -52.8% | -7.1% |
| All | -8.1% | +35.4% | -43.5% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling