+272.0%
COP vs PBF
+265.5%
+6.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -11.5% | -13.8% | +2.2% | -7.6% |
| 30D | +5.0% | -19.6% | +24.6% | +11.4% |
| 3M | +17.5% | +10.3% | +7.2% | +12.4% |
| 6M | +16.2% | +63.4% | -47.2% | -2.7% |
| YTD | +48.8% | +152.6% | -103.8% | +6.6% |
| 1Y | +64.1% | +87.4% | -23.3% | +28.2% |
| 3Y | +25.7% | +63.3% | -37.6% | -3.7% |
| 5Y | +114.4% | +412.5% | -298.1% | +9.7% |
| 10Y | +331.7% | +282.5% | +49.2% | +86.6% |
| All | +272.0% | +265.5% | +6.5% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling