+72.9%
PBR vs CFG
+34.2%
+38.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.4% | -9.4% | -6.7% |
| 7D | -11.0% | +1.8% | -12.8% | -10.8% |
| 30D | -18.8% | +3.3% | -22.1% | -18.5% |
| 3M | +7.8% | -9.8% | +17.7% | +7.4% |
| 6M | -7.6% | +5.2% | -12.8% | -8.2% |
| YTD | +72.7% | +16.1% | +56.6% | +67.5% |
| 1Y | +72.9% | +33.7% | +39.3% | +63.7% |
| All | +72.9% | +34.2% | +38.7% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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