+662.0%
PBR vs COPX
+583.8%
+78.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +5.4% | -2.3% | +7.7% | +6.4% |
| 30D | +22.9% | +0.3% | +22.6% | +21.8% |
| 3M | +19.6% | +6.8% | +12.8% | +12.6% |
| 6M | +16.5% | +7.9% | +8.5% | +4.5% |
| YTD | +86.7% | +23.7% | +62.9% | +50.2% |
| 1Y | +74.7% | +71.5% | +3.2% | +11.7% |
| 3Y | +102.6% | +149.1% | -46.5% | -7.7% |
| 5Y | +566.6% | +167.3% | +399.3% | +166.6% |
| All | +662.0% | +583.8% | +78.2% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling