+59.7%
COP vs PM
+30.1%
+29.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +0.7% | -7.1% | +7.7% | +1.6% |
| 30D | +0.2% | -2.8% | +3.0% | +0.5% |
| 3M | +10.2% | +6.3% | +3.9% | +9.4% |
| 6M | +20.1% | +9.6% | +10.5% | +18.6% |
| YTD | +50.5% | +25.6% | +24.9% | +44.6% |
| All | +59.7% | +30.1% | +29.5% | +54.8% |
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