+77.6%
PBR vs COMP
+11.9%
+65.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.9% | +3.2% |
| 7D | +2.5% | +4.1% | -1.6% | +2.9% |
| 30D | +19.4% | -14.5% | +33.9% | +17.7% |
| 3M | +20.8% | +41.8% | -21.0% | +23.8% |
| 6M | +23.5% | +23.6% | -0.1% | +28.5% |
| YTD | +83.4% | +1.7% | +81.7% | +91.0% |
| 1Y | +77.6% | +12.6% | +65.0% | +81.6% |
| All | +77.6% | +11.9% | +65.7% | +81.6% |
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