+77.2%
PBF vs COO
-24.0%
+101.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | +6.5% | +0.5% | +6.0% | +6.4% |
| 30D | -20.0% | +14.2% | -34.2% | -21.3% |
| 3M | -3.3% | -18.2% | +14.9% | -0.4% |
| 6M | +76.8% | +5.3% | +71.5% | +73.4% |
| YTD | +168.9% | -23.6% | +192.5% | +183.9% |
| 1Y | +96.4% | -12.7% | +109.0% | +99.1% |
| 3Y | +77.2% | -24.2% | +101.4% | +74.9% |
| All | +77.2% | -24.0% | +101.2% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling