+1,802.9%
COP vs PWR
+7,422.2%
-5,619.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.7% | -0.7% |
| 7D | -11.5% | -12.9% | +1.3% | -9.3% |
| 30D | +5.0% | -22.8% | +27.8% | +9.9% |
| 3M | +17.5% | -19.0% | +36.5% | +21.5% |
| 6M | +16.2% | -31.1% | +47.3% | +23.0% |
| YTD | +48.8% | +28.2% | +20.5% | +37.0% |
| 1Y | +64.1% | +22.2% | +41.9% | +52.3% |
| 3Y | +25.7% | +222.1% | -196.5% | -7.3% |
| 5Y | +114.4% | +364.1% | -249.7% | +45.1% |
| 10Y | +331.7% | +1,864.5% | -1,532.8% | +122.3% |
| All | +1,802.9% | +7,422.2% | -5,619.3% | +652.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling