+49.9%
COP vs PSX
+101.7%
-51.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.9% |
| 7D | +1.0% | +1.5% | -0.5% | 0.0% |
| 30D | +9.6% | +15.8% | -6.3% | -0.2% |
| 3M | +15.0% | +43.0% | -28.0% | -8.7% |
| 6M | +21.8% | +61.1% | -39.3% | -11.1% |
| YTD | +49.6% | +104.5% | -54.9% | -8.0% |
| 1Y | +49.9% | +102.5% | -52.7% | -7.7% |
| All | +49.9% | +101.7% | -51.8% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling