+340.2%
COP vs PM
+202.2%
+138.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.5% | -1.2% | +0.7% | 0.0% |
| 30D | +11.7% | -0.2% | +11.9% | +11.6% |
| 3M | +17.7% | +4.9% | +12.8% | +14.7% |
| 6M | +18.3% | +9.0% | +9.3% | +12.8% |
| YTD | +49.1% | +17.8% | +31.3% | +36.9% |
| 1Y | +53.3% | +16.8% | +36.5% | +40.7% |
| 3Y | +22.2% | +125.4% | -103.3% | -23.0% |
| 5Y | +193.3% | +128.7% | +64.6% | +79.8% |
| 10Y | +340.2% | +211.8% | +128.4% | +121.7% |
| All | +340.2% | +202.2% | +138.0% | +121.7% |
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