+341.0%
COP vs PWR
+2,334.2%
-1,993.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | +3.0% | +3.6% | -0.6% | +1.5% |
| 30D | +17.5% | -8.6% | +26.1% | +21.4% |
| 3M | +13.4% | -13.2% | +26.5% | +17.7% |
| 6M | +17.7% | +9.9% | +7.8% | +7.6% |
| YTD | +46.6% | +48.0% | -1.4% | +15.4% |
| 1Y | +44.6% | +66.2% | -21.6% | +6.0% |
| 3Y | +20.7% | +195.1% | -174.4% | -40.6% |
| 5Y | +185.0% | +442.6% | -257.5% | -8.9% |
| All | +341.0% | +2,334.2% | -1,993.3% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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