-9.2%
COST vs PBR
+24.5%
-33.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | +0.1% |
| 7D | -2.5% | +4.2% | -6.7% | -2.3% |
| 30D | -4.4% | +22.7% | -27.2% | -3.5% |
| 3M | -8.1% | +21.5% | -29.6% | -7.5% |
| 6M | -9.2% | +24.0% | -33.2% | -7.9% |
| All | -9.2% | +24.5% | -33.8% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling