-5.1%
COF vs PBF
+120.1%
-125.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.5% | -1.6% |
| 7D | +0.7% | -0.9% | +1.6% | +0.7% |
| 30D | +5.7% | -13.7% | +19.4% | +4.9% |
| 3M | -6.7% | +10.6% | -17.3% | -5.6% |
| 6M | +9.5% | +61.2% | -51.7% | +15.3% |
| YTD | -13.9% | +172.7% | -186.6% | -7.3% |
| 1Y | -5.1% | +111.0% | -116.1% | +1.7% |
| All | -5.1% | +120.1% | -125.1% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling