+72.9%
PBR vs CG
-14.1%
+87.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.5% | -11.5% | -6.0% |
| 7D | -11.0% | +9.4% | -20.4% | -9.3% |
| 30D | -18.8% | +8.7% | -27.5% | -17.2% |
| 3M | +7.8% | -15.0% | +22.8% | +5.7% |
| 6M | -7.6% | -13.2% | +5.6% | -9.1% |
| YTD | +72.7% | -26.2% | +98.8% | +64.9% |
| 1Y | +72.9% | -14.1% | +87.0% | +62.6% |
| All | +72.9% | -14.1% | +87.0% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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