+20.8%
COP vs PSX
+138.7%
-117.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.4% |
| 7D | -0.8% | +2.8% | -3.7% | -2.6% |
| 30D | +15.6% | +27.8% | -12.2% | -1.1% |
| 3M | +14.3% | +42.0% | -27.7% | -8.8% |
| 6M | +17.0% | +58.1% | -41.1% | -13.2% |
| YTD | +47.4% | +105.0% | -57.6% | -7.6% |
| 1Y | +52.4% | +104.9% | -52.5% | -4.6% |
| 3Y | +20.8% | +134.1% | -113.2% | -34.0% |
| All | +20.8% | +138.7% | -117.8% | -34.0% |
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