+1,573.8%
PBR vs CPB
+81.8%
+1,492.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.8% |
| 7D | +8.6% | -8.6% | +17.2% | +11.8% |
| 30D | +12.8% | -7.2% | +20.0% | +15.4% |
| 3M | +14.7% | +0.9% | +13.8% | +13.2% |
| 6M | +25.2% | -11.8% | +37.0% | +28.7% |
| YTD | +77.1% | -19.4% | +96.6% | +87.1% |
| 1Y | +69.6% | -30.4% | +99.9% | +87.7% |
| 3Y | +95.6% | -40.2% | +135.7% | +123.2% |
| 5Y | +501.8% | -39.5% | +541.3% | +566.6% |
| 10Y | +640.6% | -47.4% | +688.0% | +720.3% |
| All | +1,573.8% | +81.8% | +1,492.0% | +1,063.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling