+341.8%
PBF vs COPX
+583.8%
-242.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +5.3% | -2.3% | +7.7% | +6.5% |
| 30D | +11.7% | +0.3% | +11.5% | +10.5% |
| 3M | +91.1% | +6.8% | +84.3% | +78.7% |
| 6M | +88.4% | +7.9% | +80.5% | +62.6% |
| YTD | +194.1% | +23.7% | +170.3% | +121.8% |
| 1Y | +180.4% | +71.5% | +108.9% | +62.3% |
| 3Y | +59.3% | +149.1% | -89.8% | -36.5% |
| 5Y | +816.3% | +167.3% | +648.9% | +223.5% |
| All | +341.8% | +583.8% | -242.0% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling