+116.9%
COF vs PBF
+56.6%
+60.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -6.1% | +2.3% | -8.4% | -6.3% |
| 30D | -5.2% | +11.6% | -16.7% | -6.2% |
| 3M | +17.0% | +81.7% | -64.7% | +9.4% |
| 6M | +12.9% | +96.4% | -83.5% | +3.1% |
| YTD | -13.5% | +189.5% | -203.0% | -26.7% |
| 1Y | -5.9% | +180.7% | -186.6% | -21.0% |
| All | +116.9% | +56.6% | +60.3% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling