+763.1%
PM vs COF
+578.8%
+184.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -4.9% | +1.8% | -6.7% | -5.2% |
| 30D | -3.4% | -0.6% | -2.8% | -3.3% |
| 3M | +5.2% | +20.3% | -15.1% | +1.5% |
| 6M | +3.7% | +13.0% | -9.3% | +1.0% |
| YTD | +15.8% | -8.3% | +24.1% | +16.5% |
| 1Y | +17.4% | -1.5% | +18.8% | +16.4% |
| 3Y | +116.9% | +122.3% | -5.3% | +80.3% |
| 5Y | +117.3% | +52.5% | +64.8% | +90.0% |
| 10Y | +193.8% | +264.9% | -71.1% | +107.9% |
| All | +763.1% | +578.8% | +184.4% | +438.7% |
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