+60.7%
COP vs PBF
+120.1%
-59.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.7% | +1.5% | -3.7% |
| 7D | -8.1% | -0.9% | -7.2% | -7.9% |
| 30D | +6.7% | -13.7% | +20.4% | +9.7% |
| 3M | +16.9% | +10.6% | +6.3% | +13.1% |
| 6M | +11.2% | +61.2% | -50.0% | -2.9% |
| YTD | +49.5% | +172.7% | -123.2% | +13.4% |
| 1Y | +60.7% | +111.0% | -50.3% | +28.5% |
| All | +60.7% | +120.1% | -59.4% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling