+121.8%
COPX vs PTC
+916.1%
-794.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -2.8% | +0.5% | -3.3% | -3.0% |
| 30D | -14.3% | +1.2% | -15.6% | -14.8% |
| 3M | -19.0% | +27.4% | -46.4% | -29.2% |
| 6M | -24.4% | +39.2% | -63.6% | -37.9% |
| YTD | -3.2% | +12.5% | -15.7% | -13.5% |
| 1Y | +15.2% | +12.3% | +2.9% | +3.0% |
| 3Y | +127.6% | +28.8% | +98.8% | +83.1% |
| 5Y | +106.0% | +60.9% | +45.1% | +44.0% |
| 10Y | +313.7% | +316.6% | -2.9% | +53.9% |
| All | +121.8% | +916.1% | -794.2% | -57.8% |
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