+338.5%
COP vs PSX
+386.4%
-47.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | -0.1% |
| 7D | +2.3% | +1.7% | +0.6% | +1.0% |
| 30D | +8.6% | +15.6% | -7.0% | -3.0% |
| 3M | +19.9% | +46.5% | -26.6% | -11.2% |
| 6M | +19.0% | +55.0% | -36.0% | -15.9% |
| YTD | +50.0% | +105.3% | -55.3% | -15.1% |
| 1Y | +50.5% | +101.6% | -51.1% | -13.8% |
| 3Y | +25.2% | +134.1% | -108.9% | -38.8% |
| 5Y | +194.3% | +368.7% | -174.4% | -19.9% |
| All | +338.5% | +386.4% | -47.9% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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