+38.0%
PBR vs CF
+51.3%
-13.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | -9.1% | +10.4% | -19.5% | -12.5% |
| 30D | -29.9% | +7.6% | -37.5% | -31.8% |
| 3M | +2.3% | +5.2% | -2.9% | +0.5% |
| 6M | -10.9% | -0.1% | -10.8% | -11.1% |
| YTD | +56.9% | +61.7% | -4.8% | +25.8% |
| 1Y | +38.0% | +50.3% | -12.3% | +13.3% |
| All | +38.0% | +51.3% | -13.2% | +13.3% |
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