+668.5%
PBR vs COO
+17.5%
+651.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -14.7% | +16.8% | +6.7% |
| 7D | +4.2% | -23.3% | +27.6% | +12.6% |
| 30D | +22.7% | -29.5% | +52.2% | +36.1% |
| 3M | +21.5% | -20.0% | +41.5% | +28.6% |
| 6M | +24.0% | -27.2% | +51.2% | +34.9% |
| YTD | +88.2% | -33.9% | +122.1% | +111.3% |
| 1Y | +74.8% | -19.9% | +94.8% | +81.3% |
| 3Y | +105.1% | -38.1% | +143.2% | +123.6% |
| 5Y | +572.2% | -52.0% | +624.2% | +715.5% |
| All | +668.5% | +17.5% | +651.0% | +595.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling