+242.0%
COF vs PBF
+374.8%
-132.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -5.1% | +5.3% | -10.5% | -6.3% |
| 30D | -6.0% | +11.7% | -17.8% | -8.7% |
| 3M | +14.8% | +91.1% | -76.2% | -3.2% |
| 6M | +15.3% | +88.4% | -73.1% | -4.4% |
| YTD | -13.0% | +194.1% | -207.1% | -36.6% |
| 1Y | -5.7% | +180.4% | -186.1% | -31.6% |
| 3Y | +118.1% | +59.3% | +58.8% | +73.1% |
| 5Y | +46.2% | +816.3% | -770.0% | -36.8% |
| All | +242.0% | +374.8% | -132.8% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling