+29.9%
COP vs PSX
+151.6%
-121.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | -0.3% |
| 7D | +0.7% | -0.4% | +1.0% | +0.7% |
| 30D | +0.2% | -8.1% | +8.3% | +5.3% |
| 3M | +10.2% | +15.9% | -5.7% | -0.1% |
| 6M | +20.1% | +49.4% | -29.3% | -7.7% |
| YTD | +50.5% | +104.7% | -54.1% | -5.9% |
| 1Y | +56.8% | +89.1% | -32.3% | +3.0% |
| All | +29.9% | +151.6% | -121.7% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling