+652.3%
PBR vs CFG
+310.3%
+342.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +0.3% | -0.6% | +0.9% | +0.6% |
| 30D | +17.5% | -4.5% | +22.1% | +19.9% |
| 3M | +20.9% | +6.3% | +14.6% | +16.4% |
| 6M | +20.2% | +20.6% | -0.4% | +8.2% |
| YTD | +84.3% | +21.2% | +63.0% | +64.3% |
| 1Y | +77.1% | +38.2% | +38.9% | +47.1% |
| 3Y | +100.8% | +185.9% | -85.1% | +6.6% |
| 5Y | +556.1% | +97.0% | +459.1% | +297.8% |
| All | +652.3% | +310.3% | +342.0% | +191.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling