+330.8%
PBF vs COO
+194.1%
+136.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | +4.3% | -2.2% | +6.5% | +5.2% |
| 30D | +22.0% | -7.0% | +29.0% | +25.7% |
| 3M | +74.5% | +12.2% | +62.3% | +64.7% |
| 6M | +67.7% | -15.1% | +82.8% | +77.0% |
| YTD | +179.2% | -15.1% | +194.3% | +193.9% |
| 1Y | +170.0% | +2.3% | +167.7% | +159.8% |
| 3Y | +66.4% | -23.7% | +90.1% | +75.6% |
| 5Y | +764.5% | -38.9% | +803.4% | +892.4% |
| 10Y | +358.5% | +49.9% | +308.6% | +263.8% |
| All | +330.8% | +194.1% | +136.7% | +195.3% |
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