+324.8%
COPX vs PTC
+313.0%
+11.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.3% | -3.3% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | -15.9% | +1.2% | -17.0% | -16.2% |
| 3M | -19.6% | +32.6% | -52.2% | -28.8% |
| 6M | -21.5% | +36.1% | -57.6% | -32.2% |
| YTD | -0.8% | +12.7% | -13.4% | -8.5% |
| 1Y | +15.2% | +10.2% | +5.0% | +7.2% |
| 3Y | +134.7% | +29.4% | +105.3% | +96.1% |
| 5Y | +111.3% | +61.1% | +50.2% | +56.6% |
| All | +324.8% | +313.0% | +11.8% | +96.5% |
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