+565.2%
COPX vs PSLV
+190.6%
+374.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -2.3% | -3.5% | +1.1% | -0.2% |
| 30D | +0.3% | -2.1% | +2.4% | +1.6% |
| 3M | +6.8% | -1.6% | +8.5% | +8.1% |
| 6M | +7.9% | -25.5% | +33.4% | +28.5% |
| YTD | +23.7% | -11.4% | +35.2% | +25.2% |
| 1Y | +71.5% | +48.6% | +23.0% | +23.7% |
| 3Y | +149.1% | +166.9% | -17.8% | +25.0% |
| 5Y | +167.3% | +152.4% | +14.9% | +36.7% |
| All | +565.2% | +190.6% | +374.7% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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