+167.6%
COPX vs PFG
+108.9%
+58.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.8% | -7.8% | -7.5% |
| 7D | -2.9% | -3.0% | +0.1% | -1.2% |
| 30D | 0.0% | +2.5% | -2.5% | -1.7% |
| 3M | +14.8% | +6.1% | +8.7% | +10.1% |
| 6M | +7.0% | +31.3% | -24.2% | -9.9% |
| YTD | +23.8% | +33.6% | -9.7% | +2.8% |
| 1Y | +75.7% | +48.5% | +27.2% | +36.5% |
| 3Y | +156.4% | +69.6% | +86.8% | +79.8% |
| 5Y | +167.6% | +111.5% | +56.1% | +58.2% |
| All | +167.6% | +108.9% | +58.7% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling