+193.1%
COPX vs PTC
-0.9%
+194.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.8% |
| 7D | +6.0% | -13.6% | +19.5% | +9.9% |
| 30D | +6.4% | -14.7% | +21.1% | +10.6% |
| 3M | +19.3% | -5.9% | +25.2% | +19.8% |
| 6M | +16.2% | -21.1% | +37.4% | +23.4% |
| YTD | +33.2% | -26.0% | +59.2% | +43.8% |
| 1Y | +90.2% | -36.8% | +127.1% | +118.1% |
| 3Y | +175.7% | -10.3% | +185.9% | +160.7% |
| 5Y | +193.1% | +1.2% | +191.9% | +162.9% |
| All | +193.1% | -0.9% | +194.1% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling