+173.1%
COPX vs PTC
-8.0%
+181.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.5% | +9.6% | +4.8% |
| 7D | +5.8% | -12.8% | +18.6% | +7.6% |
| 30D | +7.2% | -9.8% | +17.0% | +8.6% |
| 3M | +16.5% | -2.1% | +18.6% | +16.5% |
| 6M | +18.4% | -18.1% | +36.5% | +23.4% |
| YTD | +31.9% | -23.5% | +55.4% | +39.9% |
| 1Y | +88.5% | -37.4% | +125.8% | +113.1% |
| 3Y | +173.1% | -7.2% | +180.3% | +133.5% |
| All | +173.1% | -8.0% | +181.1% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling