+334.1%
PBF vs COO
+43.7%
+290.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.0% | +4.5% |
| 7D | +2.4% | -2.3% | +4.7% | +3.3% |
| 30D | +24.9% | -8.8% | +33.7% | +30.0% |
| 3M | +81.9% | +1.3% | +80.5% | +79.2% |
| 6M | +79.4% | -11.6% | +90.9% | +86.2% |
| YTD | +188.3% | -17.4% | +205.7% | +208.5% |
| 1Y | +177.3% | -1.6% | +178.9% | +170.4% |
| 3Y | +56.0% | -22.6% | +78.6% | +63.2% |
| 5Y | +804.0% | -40.3% | +844.4% | +973.3% |
| 10Y | +334.1% | +45.2% | +288.9% | +259.7% |
| All | +334.1% | +43.7% | +290.4% | +259.7% |
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