+565.2%
COPX vs PFGC
+292.9%
+272.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.3% | -4.8% | +2.4% | -1.2% |
| 30D | +0.3% | -12.5% | +12.8% | +3.7% |
| 3M | +6.8% | -9.7% | +16.5% | +9.3% |
| 6M | +7.9% | +7.0% | +0.9% | +5.7% |
| YTD | +23.7% | +4.5% | +19.3% | +21.8% |
| 1Y | +71.5% | -11.6% | +83.1% | +75.5% |
| 3Y | +149.1% | +58.5% | +90.6% | +118.3% |
| 5Y | +167.3% | +112.6% | +54.7% | +114.1% |
| All | +565.2% | +292.9% | +272.3% | +381.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling