+66.1%
PBR vs CF
+57.7%
+8.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -16.0% | -3.2% | -12.8% | -15.1% |
| 30D | -22.8% | +4.3% | -27.1% | -23.9% |
| 3M | +3.0% | +2.8% | +0.2% | +2.0% |
| 6M | -8.1% | +0.6% | -8.7% | -8.6% |
| YTD | +63.1% | +56.6% | +6.5% | +41.1% |
| 1Y | +59.3% | +49.6% | +9.6% | +39.4% |
| 3Y | +66.1% | +61.5% | +4.6% | +39.2% |
| All | +66.1% | +57.7% | +8.4% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling