+1,382.4%
PBR vs CPB
+92.2%
+1,290.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | -9.1% | -4.1% | -5.0% | -7.9% |
| 30D | -29.9% | +16.9% | -46.8% | -33.7% |
| 3M | +2.3% | -0.6% | +2.9% | +1.7% |
| 6M | -10.9% | +11.4% | -22.3% | -15.5% |
| YTD | +56.9% | -14.8% | +71.7% | +61.7% |
| 1Y | +38.0% | -24.8% | +62.8% | +48.3% |
| 3Y | +64.8% | -36.6% | +101.4% | +83.6% |
| 5Y | +447.1% | -33.3% | +480.4% | +481.8% |
| 10Y | +545.8% | -40.4% | +586.2% | +571.0% |
| All | +1,382.4% | +92.2% | +1,290.3% | +905.3% |
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