+1,573.8%
PBR vs COO
+1,477.1%
+96.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | +8.6% | -2.2% | +10.8% | +9.3% |
| 30D | +12.8% | -7.0% | +19.8% | +15.3% |
| 3M | +14.7% | +12.2% | +2.5% | +9.6% |
| 6M | +25.2% | -15.1% | +40.3% | +30.5% |
| YTD | +77.1% | -15.1% | +92.2% | +84.4% |
| 1Y | +69.6% | +2.3% | +67.2% | +64.6% |
| 3Y | +95.6% | -23.7% | +119.2% | +102.1% |
| 5Y | +501.8% | -38.9% | +540.7% | +556.1% |
| 10Y | +640.6% | +49.9% | +590.6% | +492.9% |
| All | +1,573.8% | +1,477.1% | +96.7% | +520.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling