+73.2%
PR vs COO
-25.3%
+98.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.1% |
| 7D | -16.4% | +4.7% | -21.1% | -17.0% |
| 30D | -1.9% | +13.9% | -15.8% | -3.8% |
| 3M | +8.0% | -14.9% | +22.9% | +10.8% |
| 6M | +4.1% | +2.0% | +2.1% | +2.5% |
| YTD | +58.7% | -23.9% | +82.6% | +68.0% |
| 1Y | +75.8% | -9.6% | +85.5% | +77.2% |
| 3Y | +73.2% | -25.4% | +98.6% | +72.1% |
| All | +73.2% | -25.3% | +98.5% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling