+65.2%
PR vs CPB
-38.3%
+103.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +1.8% |
| 7D | -16.4% | +8.0% | -24.4% | -15.7% |
| 30D | -1.9% | +22.4% | -24.3% | +0.2% |
| 3M | +8.0% | +2.5% | +5.4% | +8.5% |
| 6M | +4.1% | +12.2% | -8.1% | +5.7% |
| YTD | +58.7% | -12.8% | +71.5% | +57.7% |
| 1Y | +75.8% | -19.2% | +95.0% | +73.4% |
| 3Y | +73.2% | -35.6% | +108.7% | +67.6% |
| 5Y | +230.1% | -31.4% | +261.6% | +225.5% |
| All | +65.2% | -38.3% | +103.5% | +73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling