+718.6%
PBF vs COO
-38.8%
+757.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | +4.3% | -2.2% | +6.5% | +4.7% |
| 30D | +22.0% | -7.0% | +29.0% | +23.5% |
| 3M | +74.5% | +12.2% | +62.3% | +70.2% |
| 6M | +67.7% | -15.1% | +82.8% | +73.3% |
| YTD | +179.2% | -15.1% | +194.3% | +188.1% |
| 1Y | +170.0% | +2.3% | +167.7% | +165.8% |
| 3Y | +66.4% | -23.7% | +90.1% | +71.4% |
| All | +718.6% | -38.8% | +757.4% | +719.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling