+239.7%
PAAS vs COPX
+606.7%
-367.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.1% |
| 7D | +2.6% | +6.0% | -3.3% | -1.3% |
| 30D | +2.5% | +6.4% | -4.0% | -1.4% |
| 3M | +15.1% | +19.3% | -4.2% | +2.7% |
| 6M | -12.1% | +16.2% | -28.3% | -19.9% |
| YTD | +3.1% | +33.2% | -30.1% | -13.3% |
| 1Y | +50.8% | +90.2% | -39.4% | +2.0% |
| 3Y | +259.5% | +175.7% | +83.8% | +96.1% |
| 5Y | +126.3% | +193.1% | -66.8% | +17.6% |
| 10Y | +239.7% | +619.4% | -379.7% | -11.2% |
| All | +239.7% | +606.7% | -367.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling