+621.5%
PBR vs CF
+589.1%
+32.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | +2.5% | -0.9% | +3.4% | +2.9% |
| 30D | +19.4% | +18.1% | +1.3% | +10.0% |
| 3M | +20.8% | +23.4% | -2.6% | +8.8% |
| 6M | +23.5% | +17.1% | +6.4% | +11.4% |
| YTD | +83.4% | +76.2% | +7.2% | +34.5% |
| 1Y | +77.6% | +62.3% | +15.3% | +35.1% |
| 3Y | +99.9% | +71.8% | +28.0% | +40.9% |
| 5Y | +567.7% | +234.6% | +333.2% | +190.6% |
| 10Y | +621.5% | +574.3% | +47.3% | +125.8% |
| All | +621.5% | +589.1% | +32.4% | +125.8% |
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