+270.1%
COP vs PBF
+258.1%
+12.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.1% | +2.4% |
| 7D | -6.1% | -15.3% | +9.2% | -1.5% |
| 30D | +1.1% | -21.8% | +22.9% | +8.2% |
| 3M | +10.9% | -0.2% | +11.1% | +9.3% |
| 6M | +20.8% | +63.6% | -42.8% | +0.9% |
| YTD | +48.0% | +147.5% | -99.5% | +6.6% |
| 1Y | +58.5% | +69.8% | -11.3% | +27.5% |
| 3Y | +28.1% | +65.3% | -37.2% | -2.3% |
| 5Y | +120.5% | +393.4% | -272.9% | +14.0% |
| 10Y | +310.1% | +240.3% | +69.8% | +82.0% |
| All | +270.1% | +258.1% | +12.1% | +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