+191.7%
COP vs PBF
+735.5%
-543.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.4% |
| 7D | -0.8% | +2.4% | -3.2% | -1.6% |
| 30D | +15.6% | +24.9% | -9.3% | +7.3% |
| 3M | +14.3% | +81.9% | -67.5% | -7.1% |
| 6M | +17.0% | +79.4% | -62.4% | -5.8% |
| YTD | +47.4% | +188.3% | -140.9% | +0.4% |
| 1Y | +52.4% | +177.3% | -124.8% | +3.3% |
| 3Y | +20.8% | +56.0% | -35.2% | -6.8% |
| 5Y | +191.7% | +804.0% | -612.3% | +28.2% |
| All | +191.7% | +735.5% | -543.8% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling