+382.0%
COF vs PBF
+303.9%
+78.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +1.8% | +4.3% | -2.5% | +0.8% |
| 30D | -0.6% | +22.0% | -22.5% | -5.2% |
| 3M | +20.3% | +74.5% | -54.2% | +4.3% |
| 6M | +13.0% | +67.7% | -54.7% | -3.1% |
| YTD | -8.3% | +179.2% | -187.5% | -31.2% |
| 1Y | -1.5% | +170.0% | -171.5% | -26.7% |
| 3Y | +122.3% | +66.4% | +55.9% | +76.3% |
| 5Y | +52.5% | +764.5% | -712.0% | -28.7% |
| 10Y | +264.9% | +358.5% | -93.6% | +57.8% |
| All | +382.0% | +303.9% | +78.2% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling