+484.6%
PBR vs CF
+5,315.1%
-4,830.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.8% |
| 7D | -16.0% | -3.2% | -12.8% | -14.7% |
| 30D | -22.8% | +4.3% | -27.1% | -24.7% |
| 3M | +3.0% | +2.8% | +0.2% | +0.9% |
| 6M | -8.1% | +0.6% | -8.7% | -9.6% |
| YTD | +63.1% | +56.6% | +6.5% | +24.4% |
| 1Y | +59.3% | +49.6% | +9.6% | +24.1% |
| 3Y | +66.1% | +61.5% | +4.6% | +18.4% |
| 5Y | +495.8% | +124.0% | +371.9% | +228.2% |
| 10Y | +514.7% | +573.2% | -58.5% | +72.1% |
| All | +484.6% | +5,315.1% | -4,830.6% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling