+147.3%
PBR vs CPAY
+1,524.4%
-1,377.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +0.3% | -2.5% | +2.8% | +1.5% |
| 30D | +17.5% | +1.3% | +16.2% | +16.6% |
| 3M | +20.9% | +13.5% | +7.4% | +12.9% |
| 6M | +20.2% | +24.7% | -4.5% | +5.9% |
| YTD | +84.3% | +34.9% | +49.3% | +53.1% |
| 1Y | +77.1% | +29.7% | +47.4% | +48.4% |
| 3Y | +100.8% | +49.4% | +51.4% | +48.3% |
| 5Y | +556.1% | +53.5% | +502.6% | +356.4% |
| 10Y | +676.1% | +152.5% | +523.6% | +309.3% |
| All | +147.3% | +1,524.4% | -1,377.1% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling