+102.6%
PBR vs CPAY
+49.1%
+53.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +5.4% | -2.0% | +7.3% | +5.7% |
| 30D | +22.9% | -0.4% | +23.2% | +22.9% |
| 3M | +19.6% | +16.4% | +3.3% | +16.5% |
| 6M | +16.5% | +23.5% | -7.0% | +11.9% |
| YTD | +86.7% | +35.7% | +51.0% | +74.4% |
| 1Y | +74.7% | +30.2% | +44.5% | +64.6% |
| 3Y | +102.6% | +49.7% | +52.9% | +90.9% |
| All | +102.6% | +49.1% | +53.5% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling