+447.1%
PBR vs CPB
-33.9%
+481.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -9.1% | -4.1% | -5.0% | -8.9% |
| 30D | -29.9% | +16.9% | -46.8% | -30.8% |
| 3M | +2.3% | -0.6% | +2.9% | +2.3% |
| 6M | -10.9% | +11.4% | -22.3% | -12.1% |
| YTD | +56.9% | -14.8% | +71.7% | +59.3% |
| 1Y | +38.0% | -24.8% | +62.8% | +42.5% |
| 3Y | +64.8% | -36.6% | +101.4% | +72.6% |
| 5Y | +447.1% | -33.3% | +480.4% | +434.0% |
| All | +447.1% | -33.9% | +481.0% | +434.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling