+320.3%
COP vs PR
+66.0%
+254.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | -11.5% | -16.4% | +4.9% | -6.7% |
| 30D | +5.0% | -1.9% | +6.8% | +5.6% |
| 3M | +17.5% | +8.0% | +9.5% | +15.0% |
| 6M | +16.2% | +4.1% | +12.1% | +15.1% |
| YTD | +48.8% | +58.7% | -9.9% | +30.5% |
| 1Y | +64.1% | +75.8% | -11.7% | +39.8% |
| 3Y | +25.7% | +73.2% | -47.5% | +7.0% |
| 5Y | +114.4% | +230.1% | -115.8% | +50.1% |
| All | +320.3% | +66.0% | +254.2% | +162.4% |
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