+344.9%
PBF vs COPX
+214.0%
+130.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +1.0% |
| 7D | +2.4% | +5.8% | -3.4% | -0.7% |
| 30D | +24.9% | +7.2% | +17.7% | +19.6% |
| 3M | +81.9% | +16.5% | +65.4% | +63.2% |
| 6M | +79.4% | +18.4% | +60.9% | +49.8% |
| YTD | +188.3% | +31.9% | +156.4% | +119.9% |
| 1Y | +177.3% | +88.5% | +88.8% | +66.1% |
| 3Y | +56.0% | +173.1% | -117.1% | -30.6% |
| 5Y | +804.0% | +193.1% | +610.9% | +272.0% |
| 10Y | +334.1% | +591.7% | -257.6% | +8.2% |
| All | +344.9% | +214.0% | +130.8% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling