+1,084.9%
COST vs PBF
+317.1%
+767.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.7% |
| 7D | -3.2% | +2.4% | -5.5% | -3.3% |
| 30D | -4.0% | +24.9% | -28.8% | -4.9% |
| 3M | -6.5% | +81.9% | -88.3% | -8.9% |
| 6M | -8.5% | +79.4% | -87.9% | -11.1% |
| YTD | +6.0% | +188.3% | -182.3% | +0.8% |
| 1Y | -5.8% | +177.3% | -183.1% | -10.5% |
| 3Y | +71.8% | +56.0% | +15.8% | +65.5% |
| 5Y | +106.2% | +804.0% | -697.8% | +80.2% |
| 10Y | +602.0% | +334.1% | +267.9% | +500.2% |
| All | +1,084.9% | +317.1% | +767.9% | +876.6% |
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