+99.9%
PBR vs CPB
-40.5%
+140.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.8% | +3.4% |
| 7D | +2.5% | -8.2% | +10.7% | +3.1% |
| 30D | +19.4% | -5.6% | +25.0% | +19.9% |
| 3M | +20.8% | +3.0% | +17.8% | +20.2% |
| 6M | +23.5% | -12.7% | +36.2% | +25.2% |
| YTD | +83.4% | -18.0% | +101.4% | +87.4% |
| 1Y | +77.6% | -31.7% | +109.3% | +86.9% |
| 3Y | +99.9% | -41.0% | +140.8% | +110.8% |
| All | +99.9% | -40.5% | +140.4% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling