+523.4%
PBR vs CF
+494.2%
+29.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.6% |
| 7D | -13.3% | +4.8% | -18.0% | -15.4% |
| 30D | -27.7% | +9.7% | -37.4% | -31.2% |
| 3M | +2.7% | +1.2% | +1.4% | +1.5% |
| 6M | -6.7% | +7.4% | -14.1% | -11.1% |
| YTD | +60.9% | +60.5% | +0.4% | +22.4% |
| 1Y | +46.6% | +50.7% | -4.1% | +14.9% |
| 3Y | +69.1% | +64.8% | +4.3% | +20.4% |
| 5Y | +469.6% | +115.8% | +353.8% | +216.0% |
| 10Y | +523.4% | +481.0% | +42.4% | +86.8% |
| All | +523.4% | +494.2% | +29.2% | +86.8% |
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