+168.2%
PCAR vs COPX
+186.1%
-17.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -2.8% |
| 7D | 0.0% | +5.8% | -5.7% | -1.4% |
| 30D | -7.7% | +7.2% | -14.9% | -9.4% |
| 3M | +3.7% | +16.5% | -12.8% | -0.6% |
| 6M | +2.3% | +18.4% | -16.1% | -3.1% |
| YTD | +12.8% | +31.9% | -19.1% | +3.4% |
| 1Y | +27.8% | +88.5% | -60.7% | +6.6% |
| 3Y | +61.8% | +173.1% | -111.3% | +18.2% |
| 5Y | +168.2% | +193.1% | -24.9% | +84.8% |
| All | +168.2% | +186.1% | -17.9% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling