+453.0%
PBR vs COO
-39.4%
+492.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.6% |
| 7D | -3.7% | -2.1% | -1.6% | -3.6% |
| 30D | -29.0% | +13.9% | -42.9% | -29.7% |
| 3M | +4.9% | -18.9% | +23.9% | +6.7% |
| 6M | -8.4% | +3.7% | -12.2% | -9.4% |
| YTD | +59.4% | -24.1% | +83.5% | +63.4% |
| 1Y | +45.5% | -14.2% | +59.7% | +46.4% |
| 3Y | +67.4% | -24.5% | +91.8% | +67.4% |
| 5Y | +453.0% | -40.4% | +493.4% | +514.0% |
| All | +453.0% | -39.4% | +492.4% | +514.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling