+327.3%
COP vs PR
+147.8%
+179.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | +0.4% |
| 7D | -9.7% | -16.5% | +6.8% | -4.7% |
| 30D | +4.7% | -4.5% | +9.2% | +6.2% |
| 3M | +18.5% | +8.5% | +10.0% | +15.9% |
| 6M | +11.4% | -3.3% | +14.7% | +12.7% |
| YTD | +47.9% | +55.7% | -7.8% | +30.6% |
| 1Y | +59.3% | +82.0% | -22.7% | +34.4% |
| 3Y | +23.6% | +62.5% | -38.9% | +7.3% |
| 5Y | +113.1% | +223.9% | -110.8% | +50.5% |
| 10Y | +329.1% | +64.2% | +264.9% | +180.2% |
| All | +327.3% | +147.8% | +179.5% | +204.0% |
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