+473.2%
PBR vs CF
+561.7%
-88.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.8% |
| 7D | -16.0% | -3.2% | -12.8% | -14.8% |
| 30D | -22.8% | +4.3% | -27.1% | -24.6% |
| 3M | +3.0% | +2.8% | +0.2% | +1.0% |
| 6M | -8.1% | +0.6% | -8.7% | -9.5% |
| YTD | +63.1% | +56.6% | +6.5% | +26.1% |
| 1Y | +59.3% | +49.6% | +9.6% | +25.7% |
| 3Y | +66.1% | +61.5% | +4.6% | +20.1% |
| 5Y | +495.8% | +124.0% | +371.9% | +225.6% |
| All | +473.2% | +561.7% | -88.6% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling