+149.6%
COPX vs PSLV
+108.9%
+40.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -5.3% | -1.7% | -4.3% |
| 7D | -2.9% | -4.9% | +2.0% | -0.3% |
| 30D | 0.0% | -1.9% | +1.9% | +1.1% |
| 3M | +14.8% | +4.2% | +10.6% | +12.8% |
| 6M | +7.0% | -27.6% | +34.6% | +26.4% |
| YTD | +23.8% | -11.7% | +35.5% | +27.4% |
| 1Y | +75.7% | +49.3% | +26.4% | +37.6% |
| 3Y | +156.4% | +167.1% | -10.7% | +51.4% |
| 5Y | +167.6% | +151.7% | +15.9% | +61.8% |
| 10Y | +569.1% | +187.0% | +382.2% | +268.6% |
| All | +149.6% | +108.9% | +40.7% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling