+342.6%
PBR vs CFG
+396.4%
-53.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +8.6% | +1.5% | +7.0% | +7.7% |
| 30D | +12.8% | -3.8% | +16.6% | +14.8% |
| 3M | +14.7% | +11.5% | +3.2% | +7.5% |
| 6M | +25.2% | +19.2% | +6.0% | +12.5% |
| YTD | +77.1% | +23.7% | +53.4% | +55.1% |
| 1Y | +69.6% | +38.8% | +30.7% | +38.8% |
| 3Y | +95.6% | +178.9% | -83.3% | +1.0% |
| 5Y | +501.8% | +101.8% | +400.0% | +246.7% |
| 10Y | +640.6% | +317.3% | +323.3% | +110.5% |
| All | +342.6% | +396.4% | -53.8% | +18.3% |
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