-76.4%
PCG vs COPX
+322.8%
-399.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.2% |
| 7D | -2.2% | -1.5% | -0.7% | -1.9% |
| 30D | -0.5% | -14.0% | +13.5% | +3.3% |
| 3M | -24.0% | -17.1% | -6.8% | -20.5% |
| 6M | -18.6% | -15.9% | -2.7% | -16.2% |
| YTD | -17.7% | +2.6% | -20.3% | -21.3% |
| 1Y | -20.0% | +21.6% | -41.6% | -27.5% |
| 3Y | -20.2% | +142.7% | -162.9% | -43.7% |
| 5Y | +8.4% | +122.2% | -113.9% | -23.8% |
| 10Y | -76.4% | +338.8% | -415.1% | -89.1% |
| All | -76.4% | +322.8% | -399.2% | -89.1% |
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