+66.1%
PBR vs COMP
+353.8%
-287.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.2% | -1.4% |
| 7D | -16.0% | +13.4% | -29.4% | -15.9% |
| 30D | -22.8% | +11.1% | -33.9% | -22.7% |
| 3M | +3.0% | -18.8% | +21.8% | +3.3% |
| 6M | -8.1% | +10.5% | -18.6% | -8.6% |
| YTD | +63.1% | -3.4% | +66.6% | +63.5% |
| 1Y | +59.3% | +19.7% | +39.6% | +57.3% |
| 3Y | +66.1% | +381.6% | -315.5% | +50.3% |
| All | +66.1% | +353.8% | -287.6% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling