+233.8%
PBR vs CG
+341.4%
-107.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.5% |
| 7D | +2.5% | -1.3% | +3.7% | +3.0% |
| 30D | +19.4% | -3.2% | +22.5% | +20.5% |
| 3M | +20.8% | +6.2% | +14.6% | +15.9% |
| 6M | +23.5% | -4.7% | +28.1% | +23.0% |
| YTD | +83.4% | -20.6% | +104.0% | +95.3% |
| 1Y | +77.6% | -26.4% | +103.9% | +93.9% |
| 3Y | +99.9% | +55.4% | +44.5% | +36.7% |
| 5Y | +567.7% | +9.8% | +557.9% | +401.8% |
| 10Y | +621.5% | +341.4% | +280.2% | +127.9% |
| All | +233.8% | +341.4% | -107.6% | +3.5% |
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