+733.3%
PBR vs COMP
-47.7%
+781.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.1% |
| 6M | +25.2% | +17.2% | +8.0% | +23.1% |
| YTD | +77.1% | +5.2% | +71.9% | +75.0% |
| 1Y | +69.6% | +18.9% | +50.6% | +65.6% |
| 3Y | +95.6% | +215.9% | -120.3% | +74.3% |
| 5Y | +501.8% | -31.2% | +532.9% | +514.6% |
| All | +733.3% | -47.7% | +781.0% | +754.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling