+99.9%
PBR vs CP
+20.4%
+79.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +2.5% | +2.4% | 0.0% | +1.8% |
| 30D | +19.4% | -0.5% | +19.9% | +19.4% |
| 3M | +20.8% | +1.4% | +19.4% | +19.9% |
| 6M | +23.5% | +10.3% | +13.2% | +19.0% |
| YTD | +83.4% | +24.3% | +59.1% | +68.8% |
| 1Y | +77.6% | +20.4% | +57.1% | +65.1% |
| 3Y | +99.9% | +21.8% | +78.1% | +87.8% |
| All | +99.9% | +20.4% | +79.5% | +87.8% |
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 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