+46.6%
PBR vs CP
+32.8%
+13.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -13.3% | +2.8% | -16.1% | -12.9% |
| 30D | -27.7% | +11.0% | -38.8% | -26.9% |
| 3M | +2.7% | +3.8% | -1.2% | +3.1% |
| 6M | -6.7% | +9.5% | -16.2% | -6.2% |
| YTD | +60.9% | +28.2% | +32.7% | +57.8% |
| 1Y | +46.6% | +33.0% | +13.6% | +43.8% |
| All | +46.6% | +32.8% | +13.8% | +43.8% |
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