+190.5%
COPX vs PTC
+631.1%
-440.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +2.0% |
| 7D | -4.0% | -10.3% | +6.3% | +0.7% |
| 30D | +4.5% | +1.1% | +3.4% | +3.5% |
| 3M | +0.8% | +1.6% | -0.8% | -2.0% |
| 6M | +3.2% | -13.5% | +16.7% | +7.2% |
| YTD | +26.7% | -19.1% | +45.8% | +34.4% |
| 1Y | +85.7% | -33.9% | +119.6% | +116.5% |
| 3Y | +151.2% | -3.9% | +155.1% | +135.2% |
| 5Y | +170.0% | +6.0% | +163.9% | +133.5% |
| 10Y | +572.9% | +223.7% | +349.2% | +183.8% |
| All | +190.5% | +631.1% | -440.5% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling