+113.0%
COP vs PM
+163.3%
-50.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | -11.5% | -5.2% | -6.3% | -10.8% |
| 30D | +5.0% | +2.7% | +2.3% | +4.4% |
| 3M | +17.5% | +6.1% | +11.4% | +16.2% |
| 6M | +16.2% | +18.0% | -1.8% | +12.7% |
| YTD | +48.8% | +26.6% | +22.2% | +42.0% |
| 1Y | +64.1% | +36.7% | +27.4% | +54.4% |
| 3Y | +25.7% | +146.0% | -120.3% | -3.7% |
| All | +113.0% | +163.3% | -50.3% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling