+70.0%
PBR vs CP
+30.2%
+39.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.4% |
| 7D | -13.3% | +2.8% | -16.1% | -13.8% |
| 30D | -27.5% | +11.3% | -38.8% | -29.4% |
| 3M | +5.2% | +2.9% | +2.3% | +4.2% |
| 6M | -6.4% | +9.8% | -16.1% | -9.1% |
| YTD | +61.6% | +28.5% | +33.0% | +47.6% |
| 1Y | +48.9% | +33.5% | +15.4% | +33.9% |
| 3Y | +70.0% | +31.9% | +38.1% | +55.4% |
| All | +70.0% | +30.2% | +39.8% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling