+208.8%
PM vs COF
+246.6%
-37.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.5% |
| 7D | +1.9% | -6.1% | +8.0% | +3.1% |
| 30D | +1.9% | -5.2% | +7.1% | +2.9% |
| 3M | +4.6% | +17.0% | -12.4% | +1.1% |
| 6M | +11.7% | +12.9% | -1.2% | +8.4% |
| YTD | +20.4% | -13.5% | +33.9% | +22.7% |
| 1Y | +19.0% | -5.9% | +24.8% | +18.8% |
| 3Y | +130.4% | +117.1% | +13.2% | +82.7% |
| 5Y | +131.5% | +45.4% | +86.1% | +97.8% |
| All | +208.8% | +246.6% | -37.8% | +112.6% |
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