+45.4%
COF vs PH
+243.6%
-198.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -0.6% |
| 7D | -6.1% | -3.1% | -2.9% | -3.9% |
| 30D | -5.2% | -11.8% | +6.6% | +3.7% |
| 3M | +17.0% | +6.9% | +10.1% | +10.6% |
| 6M | +12.9% | -1.3% | +14.2% | +12.5% |
| YTD | -13.5% | +7.0% | -20.5% | -19.1% |
| 1Y | -5.9% | +23.1% | -29.0% | -21.3% |
| 3Y | +117.1% | +135.4% | -18.3% | +9.0% |
| 5Y | +45.4% | +250.3% | -204.9% | -49.8% |
| All | +45.4% | +243.6% | -198.2% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling