-11.1%
PCG vs COPX
+171.8%
-182.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +3.1% |
| 7D | +5.4% | +5.8% | -0.4% | +4.6% |
| 30D | -15.1% | +7.2% | -22.3% | -15.9% |
| 3M | -9.8% | +16.5% | -26.3% | -11.9% |
| 6M | -18.0% | +18.4% | -36.5% | -20.7% |
| YTD | -7.2% | +31.9% | -39.2% | -12.9% |
| 1Y | +2.9% | +88.5% | -85.6% | -10.5% |
| 3Y | -11.1% | +173.1% | -184.2% | -33.0% |
| All | -11.1% | +171.8% | -182.9% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling