+329.9%
COP vs PBF
+259.1%
+70.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.9% |
| 7D | +3.4% | +4.3% | -0.9% | +1.9% |
| 30D | -0.6% | -21.8% | +21.2% | +6.8% |
| 3M | +10.8% | +1.7% | +9.0% | +8.3% |
| 6M | +19.6% | +69.8% | -50.2% | -2.2% |
| YTD | +52.9% | +167.7% | -114.8% | +5.2% |
| 1Y | +62.2% | +89.0% | -26.8% | +24.4% |
| 3Y | +32.4% | +78.8% | -46.4% | -3.4% |
| 5Y | +129.7% | +415.4% | -285.7% | +11.4% |
| All | +329.9% | +259.1% | +70.8% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling