+193.9%
PBR vs CG
+282.0%
-88.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | -1.0% | +0.2% | -1.2% | -1.3% |
| 30D | -29.3% | +11.2% | -40.5% | -33.0% |
| 3M | +5.5% | -22.1% | +27.6% | +16.0% |
| 6M | -2.9% | -17.9% | +15.0% | +3.0% |
| YTD | +61.5% | -31.3% | +92.8% | +81.1% |
| 1Y | +46.9% | -24.0% | +70.8% | +56.2% |
| 3Y | +66.4% | +45.0% | +21.5% | +15.7% |
| 5Y | +460.3% | -22.6% | +483.0% | +411.5% |
| 10Y | +564.6% | +282.1% | +282.5% | +121.1% |
| All | +193.9% | +282.0% | -88.2% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling