+104.7%
COST vs PBF
+785.3%
-680.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | 0.0% |
| 7D | -2.5% | +2.3% | -4.8% | -2.5% |
| 30D | -4.4% | +11.6% | -16.0% | -4.7% |
| 3M | -8.1% | +81.7% | -89.8% | -9.4% |
| 6M | -9.2% | +96.4% | -105.7% | -10.8% |
| YTD | +5.1% | +189.5% | -184.4% | +2.1% |
| 1Y | -5.1% | +180.7% | -185.8% | -7.9% |
| 3Y | +70.4% | +56.6% | +13.7% | +66.1% |
| 5Y | +104.7% | +802.0% | -697.3% | +101.4% |
| All | +104.7% | +785.3% | -680.6% | +101.4% |
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