-8.1%
PBR vs COMP
+10.0%
-18.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.2% | +0.4% |
| 7D | -16.0% | +13.4% | -29.4% | -13.7% |
| 30D | -22.8% | +11.1% | -33.9% | -20.7% |
| 3M | +3.0% | -18.8% | +21.8% | +0.6% |
| 6M | -8.1% | +10.5% | -18.6% | -8.8% |
| All | -8.1% | +10.0% | -18.1% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling