+77.6%
PBR vs CF
+60.9%
+16.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | +19.4% | +18.1% | +1.3% | +12.5% |
| 3M | +20.8% | +23.4% | -2.6% | +12.3% |
| 6M | +23.5% | +17.1% | +6.4% | +14.7% |
| YTD | +83.4% | +76.2% | +7.2% | +42.4% |
| 1Y | +77.6% | +62.3% | +15.3% | +42.3% |
| All | +77.6% | +60.9% | +16.6% | +42.3% |
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