+762.7%
PBR vs COMP
-49.4%
+812.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.9% | +3.7% |
| 7D | +2.5% | +4.1% | -1.6% | +2.3% |
| 30D | +19.4% | -14.5% | +33.9% | +20.2% |
| 3M | +20.8% | +41.8% | -21.0% | +18.0% |
| 6M | +23.5% | +23.6% | -0.1% | +21.0% |
| YTD | +83.4% | +1.7% | +81.7% | +81.5% |
| 1Y | +77.6% | +12.6% | +65.0% | +74.0% |
| 3Y | +99.9% | +221.9% | -122.0% | +77.7% |
| 5Y | +567.7% | -28.1% | +595.9% | +574.9% |
| All | +762.7% | -49.4% | +812.1% | +786.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling