+72.9%
PBR vs CF
+35.9%
+37.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.4% | -2.6% | -5.3% |
| 7D | -11.0% | -6.9% | -4.1% | -8.5% |
| 30D | -18.8% | -3.7% | -15.0% | -17.6% |
| 3M | +7.8% | -5.0% | +12.8% | +10.1% |
| 6M | -7.6% | -10.5% | +2.9% | -4.0% |
| YTD | +72.7% | +46.5% | +26.1% | +44.1% |
| 1Y | +72.9% | +34.8% | +38.1% | +48.6% |
| All | +72.9% | +35.9% | +37.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling