+140.9%
COPX vs PTC
+31.6%
+109.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +1.6% | +1.3% | +0.3% | +1.5% |
| 30D | -15.0% | +1.1% | -16.1% | -15.1% |
| 3M | -18.6% | +30.1% | -48.7% | -20.4% |
| 6M | -14.9% | +34.0% | -49.0% | -16.8% |
| YTD | +1.8% | +12.8% | -11.0% | +3.9% |
| 1Y | +19.7% | +10.7% | +8.9% | +22.8% |
| 3Y | +140.9% | +29.6% | +111.2% | +93.1% |
| All | +140.9% | +31.6% | +109.2% | +93.1% |
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 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