+623.1%
PCAR vs COPX
+186.2%
+436.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -0.5% | -4.0% | +3.5% | +1.0% |
| 30D | -6.2% | +4.5% | -10.8% | -8.0% |
| 3M | +5.9% | +0.8% | +5.1% | +4.5% |
| 6M | +0.4% | +3.2% | -2.8% | -2.9% |
| YTD | +14.8% | +26.7% | -11.9% | +1.5% |
| 1Y | +30.1% | +85.7% | -55.6% | -1.9% |
| 3Y | +66.7% | +151.2% | -84.5% | +6.4% |
| 5Y | +166.1% | +170.0% | -3.9% | +57.3% |
| 10Y | +353.7% | +572.9% | -219.3% | +59.6% |
| All | +623.1% | +186.2% | +436.9% | +245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling