+310.1%
COP vs PM
+242.6%
+67.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -6.1% | -6.6% | +0.5% | -3.6% |
| 30D | +1.1% | -3.4% | +4.6% | +2.4% |
| 3M | +10.9% | +5.3% | +5.6% | +8.2% |
| 6M | +20.8% | +15.5% | +5.2% | +12.7% |
| YTD | +48.0% | +24.3% | +23.8% | +32.7% |
| 1Y | +58.5% | +29.7% | +28.8% | +39.1% |
| 3Y | +28.1% | +144.9% | -116.8% | -22.5% |
| 5Y | +120.5% | +159.0% | -38.6% | +26.3% |
| 10Y | +310.1% | +250.9% | +59.2% | +112.9% |
| All | +310.1% | +242.6% | +67.6% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling