+210.9%
PM vs COF
+248.6%
-37.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +4.7% | -5.1% | +9.8% | +5.7% |
| 30D | +2.6% | -6.0% | +8.6% | +3.8% |
| 3M | +6.6% | +14.8% | -8.3% | +3.4% |
| 6M | +16.5% | +15.3% | +1.2% | +12.6% |
| YTD | +21.2% | -13.0% | +34.2% | +23.4% |
| 1Y | +17.9% | -5.7% | +23.6% | +17.8% |
| 3Y | +129.8% | +118.1% | +11.7% | +82.1% |
| 5Y | +133.0% | +46.2% | +86.8% | +99.0% |
| All | +210.9% | +248.6% | -37.7% | +113.8% |
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