+542.7%
PBR vs CGNX
-25.4%
+568.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.1% |
| 7D | +5.4% | +3.2% | +2.2% | +5.2% |
| 30D | +22.9% | +6.0% | +16.9% | +22.4% |
| 3M | +19.6% | +3.5% | +16.1% | +19.0% |
| 6M | +16.5% | +26.3% | -9.8% | +13.8% |
| YTD | +86.7% | +79.2% | +7.4% | +74.8% |
| 1Y | +74.7% | +43.8% | +30.9% | +67.4% |
| 3Y | +102.6% | +52.0% | +50.6% | +86.8% |
| All | +542.7% | -25.4% | +568.1% | +533.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling