+193.3%
COP vs PSX
+370.3%
-177.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | -0.5% | +1.8% | -2.3% | -1.7% |
| 30D | +11.7% | +21.6% | -9.9% | -2.8% |
| 3M | +17.7% | +46.5% | -28.8% | -10.4% |
| 6M | +18.3% | +62.0% | -43.7% | -16.5% |
| YTD | +49.1% | +106.3% | -57.3% | -11.7% |
| 1Y | +53.3% | +103.0% | -49.7% | -8.3% |
| 3Y | +22.2% | +135.5% | -113.4% | -37.1% |
| 5Y | +193.3% | +368.5% | -175.2% | -7.9% |
| All | +193.3% | +370.3% | -177.0% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling