+3,857.1%
COST vs PBR
+1,899.4%
+1,957.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.2% | +5.4% | -6.6% | -1.8% |
| 30D | -4.7% | +22.9% | -27.6% | -7.0% |
| 3M | -7.1% | +19.6% | -26.8% | -9.2% |
| 6M | -8.5% | +16.5% | -25.0% | -10.5% |
| YTD | +5.4% | +86.7% | -81.3% | -2.5% |
| 1Y | -5.6% | +74.7% | -80.3% | -12.1% |
| 3Y | +68.5% | +102.6% | -34.1% | +52.8% |
| 5Y | +105.2% | +566.6% | -461.3% | +58.1% |
| 10Y | +610.7% | +686.1% | -75.4% | +391.2% |
| All | +3,857.1% | +1,899.4% | +1,957.8% | +1,901.4% |
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