+5,555.9%
COF vs PNR
+1,355.4%
+4,200.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -5.1% | -6.0% | +0.9% | -1.5% |
| 30D | -6.0% | -14.0% | +7.9% | +2.8% |
| 3M | +14.8% | -21.7% | +36.5% | +30.9% |
| 6M | +15.3% | -37.3% | +52.6% | +49.3% |
| YTD | -13.0% | -45.1% | +32.1% | +21.3% |
| 1Y | -5.7% | -49.1% | +43.4% | +37.7% |
| 3Y | +118.1% | -14.8% | +133.0% | +129.9% |
| 5Y | +46.2% | -21.0% | +67.2% | +59.4% |
| 10Y | +246.1% | +64.7% | +181.3% | +147.6% |
| All | +5,555.9% | +1,355.4% | +4,200.6% | +1,659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling