+298.2%
PBR vs CFG
+358.5%
-60.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | -3.7% | +1.6% | -5.3% | -4.6% |
| 30D | -29.0% | +3.3% | -32.3% | -30.4% |
| 3M | +4.9% | -11.5% | +16.4% | +10.9% |
| 6M | -8.4% | +6.2% | -14.6% | -12.6% |
| YTD | +59.4% | +14.3% | +45.1% | +44.6% |
| 1Y | +45.5% | +26.7% | +18.8% | +24.6% |
| 3Y | +67.4% | +187.8% | -120.4% | -15.2% |
| 5Y | +453.0% | +61.3% | +391.7% | +264.8% |
| 10Y | +555.9% | +217.2% | +338.7% | +128.7% |
| All | +298.2% | +358.5% | -60.3% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling