+556.1%
PBR vs CPB
-38.1%
+594.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +0.3% | -8.0% | +8.3% | +1.1% |
| 30D | +17.5% | -2.4% | +19.9% | +17.8% |
| 3M | +20.9% | +0.5% | +20.4% | +20.6% |
| 6M | +20.2% | -10.5% | +30.7% | +21.4% |
| YTD | +84.3% | -17.5% | +101.8% | +87.9% |
| 1Y | +77.1% | -31.0% | +108.1% | +85.1% |
| 3Y | +100.8% | -40.6% | +141.4% | +112.3% |
| 5Y | +556.1% | -37.7% | +593.8% | +558.2% |
| All | +556.1% | -38.1% | +594.2% | +558.2% |
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