+266.5%
COP vs PBF
+303.9%
-37.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | +3.0% | +4.3% | -1.3% | +1.7% |
| 30D | +17.5% | +22.0% | -4.5% | +10.1% |
| 3M | +13.4% | +74.5% | -61.1% | -5.9% |
| 6M | +17.7% | +67.7% | -49.9% | -2.3% |
| YTD | +46.6% | +179.2% | -132.6% | +2.9% |
| 1Y | +44.6% | +170.0% | -125.4% | +1.1% |
| 3Y | +20.7% | +66.4% | -45.7% | -7.4% |
| 5Y | +185.0% | +764.5% | -579.5% | +24.7% |
| 10Y | +347.0% | +358.5% | -11.5% | +85.2% |
| All | +266.5% | +303.9% | -37.4% | +48.3% |
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 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