+558.1%
PBR vs CG
+5.2%
+552.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.1% |
| 7D | +0.3% | -6.4% | +6.8% | +1.4% |
| 30D | +17.5% | -7.1% | +24.6% | +18.7% |
| 3M | +20.9% | -1.6% | +22.5% | +20.6% |
| 6M | +20.2% | -8.3% | +28.6% | +21.0% |
| YTD | +84.3% | -23.8% | +108.1% | +90.8% |
| 1Y | +77.1% | -28.7% | +105.8% | +85.3% |
| 3Y | +100.8% | +49.2% | +51.7% | +73.3% |
| All | +558.1% | +5.2% | +552.9% | +494.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling