+367.9%
PCAR vs COPX
+606.7%
-238.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -0.2% | +6.0% | -6.2% | -2.1% |
| 30D | -6.9% | +6.4% | -13.3% | -8.9% |
| 3M | +2.1% | +19.3% | -17.2% | -4.2% |
| 6M | +1.6% | +16.2% | -14.7% | -4.9% |
| YTD | +12.2% | +33.2% | -20.9% | -0.5% |
| 1Y | +28.0% | +90.2% | -62.2% | -0.2% |
| 3Y | +61.0% | +175.7% | -114.7% | +5.8% |
| 5Y | +163.9% | +193.1% | -29.2% | +62.5% |
| 10Y | +367.9% | +619.4% | -251.5% | +81.2% |
| All | +367.9% | +606.7% | -238.8% | +81.2% |
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