+662.0%
PBR vs CG
+314.7%
+347.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | +5.4% | -9.9% | +15.2% | +9.7% |
| 30D | +22.9% | -11.7% | +34.5% | +28.5% |
| 3M | +19.6% | -4.3% | +23.9% | +20.1% |
| 6M | +16.5% | -8.8% | +25.2% | +18.1% |
| YTD | +86.7% | -26.9% | +113.5% | +104.4% |
| 1Y | +74.7% | -35.4% | +110.1% | +100.5% |
| 3Y | +102.6% | +43.0% | +59.5% | +45.4% |
| 5Y | +566.6% | +1.9% | +564.7% | +425.4% |
| All | +662.0% | +314.7% | +347.3% | +188.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling