+55.6%
PAAS vs COPX
+127.6%
-72.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -2.0% |
| 7D | -5.2% | -1.5% | -3.7% | -4.1% |
| 30D | -13.9% | -14.0% | 0.0% | -2.6% |
| 3M | -23.8% | -17.1% | -6.7% | -10.9% |
| 6M | -36.4% | -15.9% | -20.5% | -26.8% |
| YTD | -23.4% | +2.6% | -26.0% | -24.3% |
| 1Y | +5.6% | +21.6% | -16.0% | -8.4% |
| 3Y | +209.7% | +142.7% | +67.0% | +60.0% |
| 5Y | +55.6% | +122.2% | -66.7% | -16.3% |
| All | +55.6% | +127.6% | -72.0% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling