+113.1%
COP vs PR
+225.6%
-112.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | +1.6% |
| 7D | -9.7% | -16.5% | +6.8% | -0.4% |
| 30D | +4.7% | -4.5% | +9.2% | +7.4% |
| 3M | +18.5% | +8.5% | +10.0% | +13.4% |
| 6M | +11.4% | -3.3% | +14.7% | +13.3% |
| YTD | +47.9% | +55.7% | -7.8% | +17.1% |
| 1Y | +59.3% | +82.0% | -22.7% | +16.1% |
| 3Y | +23.6% | +62.5% | -38.9% | -6.8% |
| 5Y | +113.1% | +223.9% | -110.8% | +7.4% |
| All | +113.1% | +225.6% | -112.5% | +7.4% |
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 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