+662.0%
PBR vs MCO
+393.6%
+268.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.6% |
| 7D | +5.4% | -3.8% | +9.1% | +7.2% |
| 30D | +22.9% | -0.4% | +23.3% | +22.6% |
| 3M | +19.6% | +7.7% | +11.9% | +13.6% |
| 6M | +16.5% | +7.0% | +9.5% | +10.3% |
| YTD | +86.7% | -6.4% | +93.1% | +87.2% |
| 1Y | +74.7% | -7.6% | +82.4% | +75.4% |
| 3Y | +102.6% | +43.2% | +59.3% | +50.9% |
| 5Y | +566.6% | +29.6% | +537.0% | +410.1% |
| All | +662.0% | +393.6% | +268.4% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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