+193.1%
COPX vs PFGC
+111.7%
+81.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | +6.0% | -3.7% | +9.7% | +7.2% |
| 30D | +6.4% | -16.0% | +22.4% | +12.2% |
| 3M | +19.3% | -4.1% | +23.4% | +20.2% |
| 6M | +16.2% | +8.7% | +7.5% | +12.3% |
| YTD | +33.2% | +6.4% | +26.8% | +29.3% |
| 1Y | +90.2% | -8.4% | +98.6% | +92.8% |
| 3Y | +175.7% | +61.8% | +113.9% | +129.6% |
| 5Y | +193.1% | +108.7% | +84.4% | +119.7% |
| All | +193.1% | +111.7% | +81.5% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling