-0.7%
PFE vs COF
+122.2%
-122.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.2% | -2.0% |
| 7D | -2.7% | +1.2% | -3.9% | -2.8% |
| 30D | +3.8% | -1.4% | +5.2% | +4.0% |
| 3M | +10.4% | +19.0% | -8.7% | +8.2% |
| 6M | +6.3% | +14.9% | -8.6% | +4.5% |
| YTD | +17.4% | -10.7% | +28.1% | +18.3% |
| 1Y | +21.1% | -1.3% | +22.4% | +20.6% |
| All | -0.7% | +122.2% | -122.9% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling