+190.5%
COPX vs PFG
+576.8%
-386.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.3% |
| 7D | -4.0% | +5.5% | -9.5% | -7.4% |
| 30D | +4.5% | +2.4% | +2.2% | +2.7% |
| 3M | +0.8% | +13.6% | -12.8% | -7.9% |
| 6M | +3.2% | +27.9% | -24.7% | -12.4% |
| YTD | +26.7% | +35.6% | -8.8% | +3.4% |
| 1Y | +85.7% | +48.5% | +37.2% | +42.5% |
| 3Y | +151.2% | +66.9% | +84.3% | +75.8% |
| 5Y | +170.0% | +111.0% | +59.0% | +58.6% |
| 10Y | +572.9% | +244.5% | +328.4% | +155.1% |
| All | +190.5% | +576.8% | -386.3% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling