+64.8%
PR vs CPB
-39.9%
+104.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.2% |
| 7D | -12.4% | +3.3% | -15.6% | -12.0% |
| 30D | -6.6% | +19.0% | -25.6% | -4.9% |
| 3M | +7.5% | +0.4% | +7.1% | +7.8% |
| 6M | +10.8% | +13.0% | -2.2% | +12.5% |
| YTD | +57.0% | -12.7% | +69.8% | +56.0% |
| 1Y | +67.9% | -20.9% | +88.8% | +65.2% |
| 3Y | +87.6% | -35.4% | +123.0% | +81.6% |
| 5Y | +220.4% | -32.3% | +252.6% | +215.1% |
| 10Y | +64.8% | -40.5% | +105.4% | +70.6% |
| All | +64.8% | -39.9% | +104.8% | +70.6% |
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