+1,420.7%
PBR vs CMS
+481.3%
+939.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -13.3% | +0.5% | -13.8% | -13.5% |
| 30D | -27.7% | +7.4% | -35.2% | -30.2% |
| 3M | +2.7% | +1.9% | +0.8% | +1.5% |
| 6M | -6.7% | -2.3% | -4.4% | -6.4% |
| YTD | +60.9% | +3.0% | +58.0% | +57.5% |
| 1Y | +46.6% | -2.8% | +49.4% | +47.2% |
| 3Y | +69.1% | +37.9% | +31.1% | +42.5% |
| 5Y | +469.6% | +34.0% | +435.7% | +375.4% |
| 10Y | +523.4% | +138.1% | +385.3% | +287.7% |
| All | +1,420.7% | +481.3% | +939.5% | +419.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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