+118.1%
COF vs PNR
-14.5%
+132.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -5.1% | -6.0% | +0.9% | -2.0% |
| 30D | -6.0% | -14.0% | +7.9% | +1.7% |
| 3M | +14.8% | -21.7% | +36.5% | +28.6% |
| 6M | +15.3% | -37.3% | +52.6% | +46.3% |
| YTD | -13.0% | -45.1% | +32.1% | +18.9% |
| 1Y | -5.7% | -49.1% | +43.4% | +35.5% |
| 3Y | +118.1% | -14.8% | +133.0% | +139.4% |
| All | +118.1% | -14.5% | +132.6% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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