+496.0%
PBR vs COMP
-31.2%
+527.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +8.6% | +1.4% | +7.2% | +8.5% |
| 30D | +12.8% | -13.3% | +26.1% | +13.5% |
| 3M | +14.7% | +41.1% | -26.4% | +12.2% |
| 6M | +25.2% | +17.2% | +8.0% | +23.2% |
| YTD | +77.1% | +5.2% | +71.9% | +75.2% |
| 1Y | +69.6% | +18.9% | +50.6% | +65.8% |
| 3Y | +95.6% | +215.9% | -120.3% | +75.0% |
| All | +496.0% | -31.2% | +527.2% | +536.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling