+1,678.6%
PBR vs MCO
+5,157.6%
-3,479.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.9% |
| 7D | +4.2% | -7.3% | +11.6% | +8.1% |
| 30D | +22.7% | -1.7% | +24.4% | +23.3% |
| 3M | +21.5% | +3.9% | +17.6% | +17.7% |
| 6M | +24.0% | +3.8% | +20.2% | +19.4% |
| YTD | +88.2% | -7.9% | +96.1% | +90.0% |
| 1Y | +74.8% | -6.8% | +81.7% | +74.3% |
| 3Y | +105.1% | +40.9% | +64.2% | +60.9% |
| 5Y | +572.2% | +27.5% | +544.8% | +431.5% |
| 10Y | +692.7% | +381.4% | +311.3% | +223.4% |
| All | +1,678.6% | +5,157.6% | -3,479.0% | +215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling