+160.5%
PR vs COO
+66.5%
+93.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.9% | -12.4% | -8.3% |
| 7D | -12.1% | +8.4% | -20.5% | -14.4% |
| 30D | +0.9% | +13.5% | -12.6% | -3.2% |
| 3M | +10.1% | -13.8% | +23.9% | +14.2% |
| 6M | +1.1% | +4.7% | -3.6% | -2.4% |
| YTD | +63.7% | -21.4% | +85.1% | +73.6% |
| 1Y | +87.0% | -6.7% | +93.8% | +86.3% |
| 3Y | +70.7% | -23.0% | +93.7% | +76.3% |
| 5Y | +246.8% | -38.7% | +285.5% | +281.1% |
| 10Y | +72.6% | +46.8% | +25.8% | +79.9% |
| All | +160.5% | +66.5% | +93.9% | +172.1% |
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 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