+72.9%
PBR vs COMP
+23.8%
+49.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.7% | -14.7% | -5.9% |
| 7D | -11.0% | +9.5% | -20.5% | -9.7% |
| 30D | -18.8% | +8.1% | -26.8% | -17.6% |
| 3M | +7.8% | -16.3% | +24.2% | +6.4% |
| 6M | -7.6% | +42.2% | -49.8% | -3.8% |
| YTD | +72.7% | -5.0% | +77.7% | +79.6% |
| 1Y | +72.9% | +20.1% | +52.9% | +72.7% |
| All | +72.9% | +23.8% | +49.2% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling