+72.9%
PBR vs CP
+35.2%
+37.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.5% | -10.5% | -6.6% |
| 7D | -11.0% | +5.6% | -16.6% | -10.5% |
| 30D | -18.8% | +10.0% | -28.8% | -18.2% |
| 3M | +7.8% | +4.4% | +3.4% | +8.2% |
| 6M | -7.6% | +14.1% | -21.6% | -7.4% |
| YTD | +72.7% | +29.1% | +43.6% | +67.3% |
| 1Y | +72.9% | +34.6% | +38.4% | +65.3% |
| All | +72.9% | +35.2% | +37.7% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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