+44.6%
COP vs PM
+16.6%
+28.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | +3.0% | -4.9% | +7.9% | +3.5% |
| 30D | +17.5% | -3.4% | +20.9% | +17.8% |
| 3M | +13.4% | +5.2% | +8.2% | +12.2% |
| 6M | +17.7% | +3.7% | +14.0% | +16.9% |
| YTD | +46.6% | +15.8% | +30.8% | +43.0% |
| 1Y | +44.6% | +17.4% | +27.2% | +42.3% |
| All | +44.6% | +16.6% | +28.0% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling