+186.4%
COP vs PWR
+443.9%
-257.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +3.0% | +3.6% | -0.6% | +2.3% |
| 30D | +17.5% | -8.6% | +26.1% | +19.3% |
| 3M | +13.4% | -13.2% | +26.5% | +15.7% |
| 6M | +17.7% | +9.9% | +7.8% | +12.8% |
| YTD | +46.6% | +48.0% | -1.4% | +29.7% |
| 1Y | +44.6% | +66.2% | -21.6% | +23.1% |
| 3Y | +20.7% | +195.1% | -174.4% | -18.6% |
| All | +186.4% | +443.9% | -257.5% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling