+127.6%
COPX vs PFG
+82.7%
+45.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | -2.8% | +2.4% | -5.2% | -4.0% |
| 30D | -14.3% | +5.9% | -20.2% | -16.7% |
| 3M | -19.0% | -0.4% | -18.6% | -19.2% |
| 6M | -24.4% | +14.8% | -39.3% | -31.1% |
| YTD | -3.2% | +31.9% | -35.2% | -18.9% |
| 1Y | +15.2% | +38.8% | -23.7% | -6.3% |
| 3Y | +127.6% | +82.4% | +45.2% | +46.6% |
| All | +127.6% | +82.7% | +45.0% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling