+92.0%
PAAS vs COPX
+124.2%
-32.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -2.0% |
| 7D | -7.0% | +1.1% | -8.2% | -7.7% |
| 30D | -15.3% | -15.9% | +0.6% | -5.0% |
| 3M | -27.7% | -19.6% | -8.2% | -16.3% |
| 6M | -40.5% | -21.5% | -19.0% | -29.9% |
| YTD | -26.5% | -0.8% | -25.8% | -24.8% |
| 1Y | -0.8% | +15.2% | -15.9% | -7.3% |
| 3Y | +196.9% | +134.7% | +62.2% | +81.3% |
| 5Y | +49.2% | +111.3% | -62.1% | -4.5% |
| 10Y | +199.4% | +324.3% | -125.0% | +17.2% |
| All | +92.0% | +124.2% | -32.2% | +7.6% |
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