+69.6%
PBR vs COPX
+84.7%
-15.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | +8.6% | -4.0% | +12.6% | +8.7% |
| 30D | +12.8% | +4.5% | +8.3% | +12.6% |
| 3M | +14.7% | +0.8% | +13.8% | +14.6% |
| 6M | +25.2% | +3.2% | +22.0% | +25.9% |
| YTD | +77.1% | +26.7% | +50.4% | +75.2% |
| 1Y | +69.6% | +85.7% | -16.1% | +71.3% |
| All | +69.6% | +84.7% | -15.1% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling