+340.4%
COP vs PM
+752.6%
-412.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.1% |
| 7D | +3.0% | -4.9% | +7.9% | +5.7% |
| 30D | +17.5% | -3.4% | +20.9% | +19.3% |
| 3M | +13.4% | +5.2% | +8.2% | +9.4% |
| 6M | +17.7% | +3.7% | +14.0% | +13.4% |
| YTD | +46.6% | +15.8% | +30.8% | +32.6% |
| 1Y | +44.6% | +17.4% | +27.2% | +29.0% |
| 3Y | +20.7% | +116.9% | -96.2% | -28.9% |
| 5Y | +185.0% | +117.3% | +67.7% | +63.9% |
| 10Y | +347.0% | +193.8% | +153.2% | +100.7% |
| All | +340.4% | +752.6% | -412.2% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling