+1,268.4%
PFE vs COF
+5,862.7%
-4,594.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.8% | +1.8% | -0.1% | +1.4% |
| 30D | +10.2% | -0.6% | +10.8% | +10.3% |
| 3M | +12.7% | +20.3% | -7.6% | +8.8% |
| 6M | +10.5% | +13.0% | -2.5% | +7.8% |
| YTD | +20.2% | -8.3% | +28.5% | +21.2% |
| 1Y | +24.1% | -1.5% | +25.5% | +23.3% |
| 3Y | -3.6% | +122.3% | -125.8% | -18.7% |
| 5Y | -20.9% | +52.5% | -73.4% | -30.3% |
| 10Y | +35.8% | +264.9% | -229.0% | -3.3% |
| All | +1,268.4% | +5,862.7% | -4,594.3% | +437.7% |
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