+162.6%
PM vs COF
+35.3%
+127.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +0.5% | -3.4% | +3.9% | +0.8% |
| 30D | -3.2% | +0.4% | -3.6% | -3.3% |
| 3M | +6.2% | -12.5% | +18.8% | +7.4% |
| 6M | +7.7% | +8.3% | -0.6% | +6.6% |
| YTD | +27.3% | -18.6% | +45.8% | +29.4% |
| 1Y | +32.8% | -8.6% | +41.4% | +33.1% |
| 3Y | +150.0% | +94.7% | +55.3% | +116.7% |
| All | +162.6% | +35.3% | +127.2% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling