+1,301.5%
COF vs PWR
+8,583.6%
-7,282.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.8% | +3.6% | -1.8% | +0.7% |
| 30D | -0.6% | -8.6% | +8.0% | +1.9% |
| 3M | +20.3% | -13.2% | +33.5% | +23.9% |
| 6M | +13.0% | +9.9% | +3.1% | +7.4% |
| YTD | -8.3% | +48.0% | -56.4% | -20.8% |
| 1Y | -1.5% | +66.2% | -67.6% | -18.3% |
| 3Y | +122.3% | +195.1% | -72.9% | +50.7% |
| 5Y | +52.5% | +442.6% | -390.1% | -15.1% |
| 10Y | +264.9% | +2,334.2% | -2,069.4% | +33.5% |
| All | +1,301.5% | +8,583.6% | -7,282.0% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling