+70.8%
PBR vs CART
+38.4%
+32.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -16.0% | +3.0% | -18.9% | -16.1% |
| 30D | -22.8% | +28.6% | -51.3% | -23.9% |
| 3M | +3.0% | +29.1% | -26.1% | +1.3% |
| 6M | -8.1% | +44.7% | -52.8% | -10.5% |
| YTD | +63.1% | +29.2% | +33.9% | +60.2% |
| 1Y | +59.3% | +66.2% | -6.9% | +52.8% |
| 3Y | +66.1% | +112.8% | -46.7% | +52.2% |
| All | +70.8% | +38.4% | +32.4% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling