+69.6%
PBR vs COO
+4.1%
+65.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -2.2% |
| 7D | +8.6% | -2.2% | +10.8% | +8.2% |
| 30D | +12.8% | -7.0% | +19.8% | +11.4% |
| 3M | +14.7% | +12.2% | +2.5% | +17.0% |
| 6M | +25.2% | -15.1% | +40.3% | +22.5% |
| YTD | +77.1% | -15.1% | +92.2% | +73.3% |
| 1Y | +69.6% | +2.3% | +67.2% | +67.3% |
| All | +69.6% | +4.1% | +65.4% | +67.3% |
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