+175.7%
COF vs PWR
+1,844.4%
-1,668.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.1% |
| 7D | -3.4% | +11.3% | -14.7% | -8.4% |
| 30D | +0.4% | -8.9% | +9.2% | +2.9% |
| 3M | -12.5% | -10.5% | -2.0% | -10.4% |
| 6M | +8.3% | -22.2% | +30.5% | +16.7% |
| YTD | -18.6% | +42.7% | -61.3% | -38.3% |
| 1Y | -8.6% | +41.1% | -49.7% | -30.6% |
| 3Y | +94.7% | +242.7% | -148.1% | -20.2% |
| 5Y | +35.3% | +418.5% | -383.2% | -60.6% |
| All | +175.7% | +1,844.4% | -1,668.7% | -72.0% |
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