+454.9%
PBR vs CF
+114.1%
+340.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.0% | +4.8% | -5.8% | -2.6% |
| 30D | -29.3% | +4.7% | -34.0% | -30.5% |
| 3M | +5.5% | +7.4% | -1.9% | +2.8% |
| 6M | -2.9% | +0.6% | -3.5% | -3.6% |
| YTD | +61.5% | +64.1% | -2.6% | +33.9% |
| 1Y | +46.9% | +51.4% | -4.6% | +25.0% |
| 3Y | +66.4% | +67.8% | -1.4% | +33.0% |
| All | +454.9% | +114.1% | +340.8% | +331.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling