+542.7%
PBR vs CPAY
+55.3%
+487.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +5.4% | -2.0% | +7.3% | +5.8% |
| 30D | +22.9% | -0.4% | +23.2% | +22.9% |
| 3M | +19.6% | +16.4% | +3.3% | +15.3% |
| 6M | +16.5% | +23.5% | -7.0% | +10.2% |
| YTD | +86.7% | +35.7% | +51.0% | +70.8% |
| 1Y | +74.7% | +30.2% | +44.5% | +61.2% |
| 3Y | +102.6% | +49.7% | +52.9% | +74.8% |
| All | +542.7% | +55.3% | +487.4% | +440.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling