+1,337.2%
PFE vs COF
+5,252.1%
-3,914.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -3.0% | -4.5% | +1.5% | -2.2% |
| 30D | +5.2% | -2.0% | +7.2% | +5.5% |
| 3M | +12.2% | -9.7% | +22.0% | +14.2% |
| 6M | +17.8% | +8.0% | +9.8% | +15.8% |
| YTD | +26.2% | -17.7% | +43.9% | +29.6% |
| 1Y | +23.2% | -9.3% | +32.5% | +24.3% |
| 3Y | +21.3% | +96.3% | -75.0% | +4.6% |
| 5Y | -23.1% | +37.0% | -60.1% | -30.9% |
| 10Y | +50.7% | +188.1% | -137.4% | +11.7% |
| All | +1,337.2% | +5,252.1% | -3,914.9% | +475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling