+121.8%
COPX vs PFG
+558.7%
-436.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | -2.8% | +2.4% | -5.2% | -4.2% |
| 30D | -14.3% | +5.9% | -20.2% | -17.3% |
| 3M | -19.0% | -0.4% | -18.6% | -19.3% |
| 6M | -24.4% | +14.8% | -39.3% | -31.7% |
| YTD | -3.2% | +31.9% | -35.2% | -20.0% |
| 1Y | +15.2% | +38.8% | -23.7% | -7.8% |
| 3Y | +127.6% | +82.4% | +45.2% | +50.0% |
| 5Y | +106.0% | +94.7% | +11.3% | +27.0% |
| 10Y | +313.7% | +187.0% | +126.7% | +77.9% |
| All | +121.8% | +558.7% | -436.8% | -52.3% |
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