+90.9%
PAAS vs COPX
+118.6%
-27.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +1.0% |
| 7D | -8.9% | -2.8% | -6.1% | -7.2% |
| 30D | -11.4% | -14.3% | +2.9% | -1.9% |
| 3M | -20.4% | -19.0% | -1.4% | -8.4% |
| 6M | -40.7% | -24.4% | -16.3% | -28.5% |
| YTD | -26.9% | -3.2% | -23.7% | -24.1% |
| 1Y | -3.1% | +15.2% | -18.2% | -9.3% |
| 3Y | +199.3% | +127.6% | +71.6% | +86.3% |
| 5Y | +48.3% | +106.0% | -57.7% | -3.5% |
| 10Y | +197.6% | +313.7% | -116.1% | +18.4% |
| All | +90.9% | +118.6% | -27.7% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling