+167.6%
COPX vs PSKY
-71.2%
+238.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.6% | -8.6% | -7.2% |
| 7D | -2.9% | -6.0% | +3.1% | -2.0% |
| 30D | 0.0% | +10.7% | -10.6% | -1.7% |
| 3M | +14.8% | +1.2% | +13.6% | +14.3% |
| 6M | +7.0% | +1.5% | +5.6% | +6.3% |
| YTD | +23.8% | -21.8% | +45.6% | +27.3% |
| 1Y | +75.7% | -30.2% | +105.9% | +82.2% |
| 3Y | +156.4% | -20.1% | +176.5% | +147.3% |
| 5Y | +167.6% | -70.5% | +238.1% | +222.3% |
| All | +167.6% | -71.2% | +238.7% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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