+331.9%
COP vs PR
+160.5%
+171.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.5% | +1.4% | -3.2% |
| 7D | -8.1% | -12.1% | +4.0% | -4.5% |
| 30D | +6.7% | +0.9% | +5.8% | +6.5% |
| 3M | +16.9% | +10.1% | +6.8% | +13.8% |
| 6M | +11.2% | +1.1% | +10.1% | +11.1% |
| YTD | +49.5% | +63.7% | -14.1% | +30.1% |
| 1Y | +60.7% | +87.0% | -26.3% | +34.5% |
| 3Y | +24.9% | +70.7% | -45.8% | +6.9% |
| 5Y | +121.7% | +246.8% | -125.1% | +53.7% |
| 10Y | +333.8% | +72.6% | +261.2% | +179.2% |
| All | +331.9% | +160.5% | +171.5% | +202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling