+111.0%
PBF vs COO
-7.7%
+118.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.9% | -12.6% | -5.3% |
| 7D | -0.9% | +8.4% | -9.3% | +1.0% |
| 30D | -13.7% | +13.5% | -27.2% | -11.0% |
| 3M | +10.6% | -13.8% | +24.4% | +8.0% |
| 6M | +61.2% | +4.7% | +56.5% | +66.5% |
| YTD | +172.7% | -21.4% | +194.1% | +180.9% |
| 1Y | +111.0% | -6.7% | +117.8% | +99.5% |
| All | +111.0% | -7.7% | +118.7% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling