+90.2%
COPX vs PTC
-39.6%
+129.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +0.5% |
| 7D | +6.0% | -13.6% | +19.5% | +4.3% |
| 30D | +6.4% | -14.7% | +21.1% | +4.7% |
| 3M | +19.3% | -5.9% | +25.2% | +19.8% |
| 6M | +16.2% | -21.1% | +37.4% | +16.5% |
| YTD | +33.2% | -26.0% | +59.2% | +38.5% |
| 1Y | +90.2% | -36.8% | +127.1% | +120.3% |
| All | +90.2% | -39.6% | +129.9% | +120.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling