+240.0%
COF vs PWR
+2,415.0%
-2,174.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.1% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | -5.2% | -7.7% | +2.6% | -1.8% |
| 3M | +17.0% | -4.9% | +21.9% | +17.1% |
| 6M | +12.9% | +9.7% | +3.2% | +2.6% |
| YTD | -13.5% | +46.7% | -60.2% | -33.8% |
| 1Y | -5.9% | +58.7% | -64.6% | -31.9% |
| 3Y | +117.1% | +200.7% | -83.6% | -1.0% |
| 5Y | +45.4% | +438.6% | -393.2% | -57.7% |
| All | +240.0% | +2,415.0% | -2,174.9% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling