+1,346.9%
COP vs PBR
+1,797.5%
-450.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | +3.0% | +8.6% | -5.6% | -0.3% |
| 30D | +17.5% | +12.8% | +4.7% | +11.9% |
| 3M | +13.4% | +14.7% | -1.3% | +7.3% |
| 6M | +17.7% | +25.2% | -7.4% | +7.3% |
| YTD | +46.6% | +77.1% | -30.6% | +16.4% |
| 1Y | +44.6% | +69.6% | -25.0% | +16.6% |
| 3Y | +20.7% | +95.6% | -74.9% | -9.6% |
| 5Y | +185.0% | +501.8% | -316.7% | +31.2% |
| 10Y | +347.0% | +640.6% | -293.6% | +67.2% |
| All | +1,346.9% | +1,797.5% | -450.6% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling