+32.5%
PFE vs COF
+246.6%
-214.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | -4.0% | -6.1% | +2.0% | -3.0% |
| 30D | +3.9% | -5.2% | +9.0% | +4.8% |
| 3M | +9.9% | +17.0% | -7.1% | +6.8% |
| 6M | +5.3% | +12.9% | -7.6% | +2.8% |
| YTD | +16.8% | -13.5% | +30.3% | +19.0% |
| 1Y | +20.4% | -5.9% | +26.3% | +20.6% |
| 3Y | -2.1% | +117.1% | -119.2% | -17.4% |
| 5Y | -21.0% | +45.4% | -66.4% | -29.8% |
| All | +32.5% | +246.6% | -214.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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