+85.5%
PBR vs CART
+21.6%
+63.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | +8.6% | +1.0% | +7.5% | +8.5% |
| 30D | +12.8% | +12.6% | +0.2% | +12.0% |
| 3M | +14.7% | +23.1% | -8.4% | +13.0% |
| 6M | +25.2% | +39.5% | -14.4% | +22.1% |
| YTD | +77.1% | +13.5% | +63.6% | +75.5% |
| 1Y | +69.6% | +14.9% | +54.7% | +67.2% |
| All | +85.5% | +21.6% | +63.9% | +71.6% |
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 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