+72.9%
PBR vs CGNX
+31.4%
+41.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -8.7% | +1.7% | -7.6% |
| 7D | -11.0% | -9.2% | -1.8% | -11.6% |
| 30D | -18.8% | -17.6% | -1.2% | -19.9% |
| 3M | +7.8% | -25.7% | +33.5% | +5.4% |
| 6M | -7.6% | -5.5% | -2.1% | -7.2% |
| YTD | +72.7% | +48.1% | +24.6% | +79.3% |
| 1Y | +72.9% | +33.5% | +39.4% | +82.1% |
| All | +72.9% | +31.4% | +41.5% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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