+285.9%
PCAR vs COPX
+318.2%
-32.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.6% |
| 7D | +2.1% | +1.1% | +1.0% | +1.7% |
| 30D | -1.2% | -15.9% | +14.7% | +4.0% |
| 3M | -18.6% | -19.6% | +1.0% | -13.5% |
| 6M | -5.1% | -21.5% | +16.4% | +0.8% |
| YTD | -1.8% | -0.8% | -1.0% | -5.0% |
| 1Y | +10.6% | +15.2% | -4.5% | +1.6% |
| 3Y | +34.9% | +134.7% | -99.8% | -7.7% |
| 5Y | +114.0% | +111.3% | +2.7% | +46.4% |
| All | +285.9% | +318.2% | -32.3% | +74.6% |
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 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