+43.1%
COF vs PNR
-21.7%
+64.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -5.1% | -6.0% | +0.9% | -1.4% |
| 30D | -6.0% | -14.0% | +7.9% | +3.1% |
| 3M | +14.8% | -21.7% | +36.5% | +31.2% |
| 6M | +15.3% | -37.3% | +52.6% | +51.6% |
| YTD | -13.0% | -45.1% | +32.1% | +24.2% |
| 1Y | -5.7% | -49.1% | +43.4% | +41.9% |
| 3Y | +118.1% | -14.8% | +133.0% | +125.5% |
| All | +43.1% | -21.7% | +64.8% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling