+34.1%
COP vs PM
+150.4%
-116.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | +4.4% | +0.5% | +3.9% | +4.4% |
| 30D | 0.0% | -3.2% | +3.2% | +0.1% |
| 3M | +15.0% | +6.2% | +8.8% | +14.6% |
| 6M | +22.0% | +7.7% | +14.3% | +21.3% |
| YTD | +55.3% | +27.3% | +28.1% | +53.4% |
| 1Y | +64.1% | +32.8% | +31.4% | +62.1% |
| 3Y | +34.1% | +150.0% | -115.9% | +22.3% |
| All | +34.1% | +150.4% | -116.3% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling