+252.3%
PBF vs COO
+40.7%
+211.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.4% |
| 7D | -7.4% | +4.3% | -11.7% | -9.1% |
| 30D | -17.5% | +17.6% | -35.1% | -23.2% |
| 3M | +13.1% | -13.9% | +27.0% | +19.1% |
| 6M | +72.6% | +6.6% | +66.1% | +63.0% |
| YTD | +161.2% | -22.0% | +183.2% | +182.6% |
| 1Y | +93.3% | -8.8% | +102.1% | +93.0% |
| 3Y | +80.7% | -21.5% | +102.2% | +84.1% |
| 5Y | +396.1% | -41.0% | +437.1% | +477.0% |
| 10Y | +252.3% | +40.9% | +211.4% | +193.1% |
| All | +252.3% | +40.7% | +211.6% | +193.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling