+72.9%
PBR vs CPAY
+59.0%
+13.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.0% | -9.9% | -6.8% |
| 7D | -11.0% | +5.7% | -16.7% | -10.7% |
| 30D | -18.8% | +4.2% | -23.0% | -18.5% |
| 3M | +7.8% | +5.6% | +2.3% | +8.2% |
| 6M | -7.6% | +34.7% | -42.3% | -5.7% |
| YTD | +72.7% | +39.1% | +33.6% | +78.5% |
| 1Y | +72.9% | +60.3% | +12.7% | +77.4% |
| All | +72.9% | +59.0% | +13.9% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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