+336.7%
COP vs PR
+86.0%
+250.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.2% |
| 7D | +4.4% | +6.0% | -1.6% | +2.6% |
| 30D | 0.0% | -4.2% | +4.2% | +1.3% |
| 3M | +15.0% | +10.0% | +5.1% | +11.9% |
| 6M | +22.0% | +15.6% | +6.4% | +17.1% |
| YTD | +55.3% | +68.2% | -12.8% | +33.9% |
| 1Y | +64.1% | +79.2% | -15.1% | +39.0% |
| 3Y | +34.1% | +94.9% | -60.8% | +10.5% |
| 5Y | +133.4% | +272.8% | -139.4% | +58.3% |
| All | +336.7% | +86.0% | +250.7% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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