+72.9%
PBR vs COO
-7.7%
+80.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.9% | -12.9% | -5.5% |
| 7D | -11.0% | +8.4% | -19.4% | -9.1% |
| 30D | -18.8% | +13.5% | -32.2% | -16.1% |
| 3M | +7.8% | -13.8% | +21.6% | +5.5% |
| 6M | -7.6% | +4.7% | -12.3% | -5.8% |
| YTD | +72.7% | -21.4% | +94.1% | +65.2% |
| 1Y | +72.9% | -6.7% | +79.7% | +67.0% |
| All | +72.9% | -7.7% | +80.6% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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