+48.8%
PFE vs COF
+185.2%
-136.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -1.7% | -3.4% | +1.7% | -1.1% |
| 30D | +0.3% | +0.4% | 0.0% | +0.3% |
| 3M | +9.4% | -12.5% | +21.9% | +11.7% |
| 6M | +14.9% | +8.3% | +6.6% | +13.0% |
| YTD | +23.8% | -18.6% | +42.4% | +27.2% |
| 1Y | +19.5% | -8.6% | +28.1% | +20.4% |
| 3Y | +21.0% | +94.7% | -73.6% | +4.6% |
| 5Y | -23.9% | +35.3% | -59.2% | -31.2% |
| All | +48.8% | +185.2% | -136.4% | +15.3% |
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