+289.8%
PBF vs COO
+163.5%
+126.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | -13.8% | +4.7% | -18.5% | -15.5% |
| 30D | -19.6% | +13.9% | -33.5% | -24.0% |
| 3M | +10.3% | -14.9% | +25.2% | +16.1% |
| 6M | +63.4% | +2.0% | +61.4% | +57.6% |
| YTD | +152.6% | -23.9% | +176.5% | +174.2% |
| 1Y | +87.4% | -9.6% | +97.0% | +87.6% |
| 3Y | +63.3% | -25.4% | +88.7% | +70.9% |
| 5Y | +412.5% | -41.2% | +453.7% | +483.0% |
| 10Y | +282.5% | +42.1% | +240.4% | +207.5% |
| All | +289.8% | +163.5% | +126.3% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling