+566.9%
PBR vs COO
+40.1%
+526.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.9% |
| 7D | -3.7% | -2.1% | -1.6% | -3.2% |
| 30D | -29.0% | +13.9% | -42.9% | -31.9% |
| 3M | +4.9% | -18.9% | +23.9% | +10.7% |
| 6M | -8.4% | +3.7% | -12.2% | -11.5% |
| YTD | +59.4% | -24.1% | +83.5% | +70.4% |
| 1Y | +45.5% | -14.2% | +59.7% | +48.1% |
| 3Y | +67.4% | -24.5% | +91.8% | +69.4% |
| 5Y | +453.0% | -40.4% | +493.4% | +511.8% |
| All | +566.9% | +40.1% | +526.9% | +560.6% |
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