+53.3%
COP vs PBF
+172.0%
-118.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.5% | +1.4% | -1.9% | -0.8% |
| 30D | +11.7% | +15.8% | -4.1% | +7.7% |
| 3M | +17.7% | +90.3% | -72.6% | -0.3% |
| 6M | +18.3% | +102.8% | -84.5% | -1.3% |
| YTD | +49.1% | +187.3% | -138.3% | +12.9% |
| 1Y | +53.3% | +161.8% | -108.5% | +17.3% |
| All | +53.3% | +172.0% | -118.7% | +17.3% |
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