+1,426.5%
PBR vs CP
+4,875.7%
-3,449.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -2.4% |
| 7D | -13.3% | +2.8% | -16.1% | -15.2% |
| 30D | -27.5% | +11.3% | -38.8% | -33.2% |
| 3M | +5.2% | +2.9% | +2.3% | +2.0% |
| 6M | -6.4% | +9.8% | -16.1% | -14.1% |
| YTD | +61.6% | +28.5% | +33.0% | +30.1% |
| 1Y | +48.9% | +33.5% | +15.4% | +16.3% |
| 3Y | +70.0% | +31.9% | +38.1% | +28.7% |
| 5Y | +469.0% | +25.5% | +443.5% | +325.1% |
| 10Y | +471.6% | +257.6% | +214.0% | +101.8% |
| All | +1,426.5% | +4,875.7% | -3,449.1% | +52.0% |
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