+338.5%
COP vs PBR
+697.0%
-358.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.6% |
| 7D | +2.3% | +5.4% | -3.1% | -0.2% |
| 30D | +8.6% | +22.9% | -14.3% | -1.4% |
| 3M | +19.9% | +19.6% | +0.2% | +10.1% |
| 6M | +19.0% | +16.5% | +2.5% | +10.3% |
| YTD | +50.0% | +86.7% | -36.7% | +11.4% |
| 1Y | +50.5% | +74.7% | -24.2% | +15.0% |
| 3Y | +25.2% | +102.6% | -77.4% | -12.7% |
| 5Y | +194.3% | +566.6% | -372.3% | +9.7% |
| All | +338.5% | +697.0% | -358.4% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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