+338.8%
COPX vs PTC
+317.3%
+21.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -14.0% | +0.9% | -14.9% | -14.2% |
| 3M | -17.1% | +30.4% | -47.5% | -26.1% |
| 6M | -15.9% | +34.4% | -50.3% | -27.0% |
| YTD | +2.6% | +12.6% | -10.0% | -5.3% |
| 1Y | +21.6% | +10.2% | +11.4% | +13.2% |
| 3Y | +142.7% | +29.4% | +113.3% | +102.8% |
| 5Y | +122.2% | +63.7% | +58.5% | +63.4% |
| 10Y | +338.8% | +316.9% | +21.9% | +103.1% |
| All | +338.8% | +317.3% | +21.4% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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