+534.7%
PBR vs CF
+5,948.3%
-5,413.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -0.2% |
| 7D | +8.6% | +6.0% | +2.6% | +5.4% |
| 30D | +12.8% | +14.8% | -2.0% | +4.8% |
| 3M | +14.7% | +14.1% | +0.6% | +6.7% |
| 6M | +25.2% | +28.5% | -3.4% | +6.7% |
| YTD | +77.1% | +74.9% | +2.2% | +28.1% |
| 1Y | +69.6% | +61.7% | +7.9% | +27.2% |
| 3Y | +95.6% | +80.3% | +15.2% | +31.8% |
| 5Y | +501.8% | +226.0% | +275.8% | +170.5% |
| 10Y | +640.6% | +569.9% | +70.7% | +108.3% |
| All | +534.7% | +5,948.3% | -5,413.6% | -38.4% |
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