+111.0%
PBF vs COPX
+31.7%
+79.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.0% | -10.6% | -5.9% |
| 7D | -0.9% | -3.0% | +2.1% | -1.2% |
| 30D | -13.7% | -13.6% | -0.1% | -15.6% |
| 3M | +10.6% | -11.2% | +21.9% | +9.1% |
| 6M | +61.2% | -2.4% | +63.6% | +64.0% |
| YTD | +172.7% | +4.2% | +168.5% | +162.9% |
| 1Y | +111.0% | +32.2% | +78.8% | +83.5% |
| All | +111.0% | +31.7% | +79.3% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling