+99.9%
PBR vs COO
-23.3%
+123.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.3% | +3.6% |
| 7D | +2.5% | -2.3% | +4.8% | +2.5% |
| 30D | +19.4% | -8.8% | +28.2% | +19.7% |
| 3M | +20.8% | +1.3% | +19.4% | +20.5% |
| 6M | +23.5% | -11.6% | +35.1% | +24.3% |
| YTD | +83.4% | -17.4% | +100.8% | +85.4% |
| 1Y | +77.6% | -1.6% | +79.2% | +76.1% |
| 3Y | +99.9% | -22.6% | +122.5% | +90.0% |
| All | +99.9% | -23.3% | +123.2% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling