+72.9%
PBR vs COPX
+31.7%
+41.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.0% | -10.9% | -6.9% |
| 7D | -11.0% | -3.0% | -8.0% | -10.9% |
| 30D | -18.8% | -13.6% | -5.1% | -18.6% |
| 3M | +7.8% | -11.2% | +19.1% | +7.8% |
| 6M | -7.6% | -2.4% | -5.2% | -8.1% |
| YTD | +72.7% | +4.2% | +68.4% | +74.3% |
| 1Y | +72.9% | +32.2% | +40.8% | +71.8% |
| All | +72.9% | +31.7% | +41.2% | +71.8% |
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