+323.1%
COP vs PWR
+1,863.6%
-1,540.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.1% |
| 7D | +0.7% | +4.7% | -4.1% | -1.8% |
| 30D | +0.2% | -12.5% | +12.7% | +4.1% |
| 3M | +10.2% | -9.3% | +19.5% | +12.0% |
| 6M | +20.1% | -22.2% | +42.3% | +27.6% |
| YTD | +50.5% | +44.2% | +6.4% | +17.4% |
| 1Y | +56.8% | +35.5% | +21.3% | +25.2% |
| 3Y | +30.3% | +250.4% | -220.2% | -43.1% |
| 5Y | +126.8% | +425.6% | -298.8% | -27.3% |
| All | +323.1% | +1,863.6% | -1,540.5% | -51.3% |
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