+186.4%
COP vs PR
+433.6%
-247.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.2% |
| 7D | +3.0% | +2.9% | +0.1% | +1.5% |
| 30D | +17.5% | +18.0% | -0.6% | +7.5% |
| 3M | +13.4% | +16.9% | -3.5% | +4.3% |
| 6M | +17.7% | +28.2% | -10.5% | +3.3% |
| YTD | +46.6% | +69.3% | -22.7% | +11.3% |
| 1Y | +44.6% | +69.5% | -24.9% | +9.5% |
| 3Y | +20.7% | +81.7% | -61.0% | -13.8% |
| All | +186.4% | +433.6% | -247.3% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling