+668.5%
PBR vs CPB
-45.5%
+713.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.4% | +2.7% |
| 7D | +4.2% | -5.4% | +9.6% | +5.0% |
| 30D | +22.7% | -7.8% | +30.6% | +24.0% |
| 3M | +21.5% | -6.9% | +28.5% | +22.3% |
| 6M | +24.0% | -12.2% | +36.2% | +25.6% |
| YTD | +88.2% | -21.1% | +109.3% | +93.6% |
| 1Y | +74.8% | -33.5% | +108.3% | +84.6% |
| 3Y | +105.1% | -43.2% | +148.3% | +120.0% |
| 5Y | +572.2% | -40.9% | +613.1% | +608.8% |
| All | +668.5% | -45.5% | +713.9% | +768.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling