+542.7%
PBR vs MCO
+28.6%
+514.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.1% |
| 7D | +5.4% | -3.8% | +9.1% | +5.9% |
| 30D | +22.9% | -0.4% | +23.3% | +22.7% |
| 3M | +19.6% | +7.7% | +11.9% | +17.6% |
| 6M | +16.5% | +7.0% | +9.5% | +14.4% |
| YTD | +86.7% | -6.4% | +93.1% | +87.5% |
| 1Y | +74.7% | -7.6% | +82.4% | +75.7% |
| 3Y | +102.6% | +43.2% | +59.3% | +82.2% |
| All | +542.7% | +28.6% | +514.0% | +524.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling