+1,382.4%
PBR vs CP
+4,861.9%
-3,479.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -9.1% | -0.7% | -8.5% | -8.7% |
| 30D | -29.9% | +9.6% | -39.5% | -34.7% |
| 3M | +2.3% | +2.2% | +0.1% | -0.3% |
| 6M | -10.9% | +11.1% | -22.0% | -18.9% |
| YTD | +56.9% | +28.2% | +28.7% | +26.6% |
| 1Y | +38.0% | +32.2% | +5.9% | +8.6% |
| 3Y | +64.8% | +35.5% | +29.3% | +22.3% |
| 5Y | +447.1% | +26.8% | +420.3% | +305.6% |
| 10Y | +545.8% | +256.9% | +288.9% | +128.5% |
| All | +1,382.4% | +4,861.9% | -3,479.4% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling