+54.2%
PCG vs COPX
+193.3%
-139.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.4% |
| 7D | +6.5% | +6.0% | +0.5% | +5.3% |
| 30D | -16.7% | +6.4% | -23.2% | -17.7% |
| 3M | -14.2% | +19.3% | -33.4% | -17.4% |
| 6M | -21.5% | +16.2% | -37.7% | -24.7% |
| YTD | -11.2% | +33.2% | -44.3% | -18.3% |
| 1Y | -4.2% | +90.2% | -94.4% | -19.6% |
| 3Y | -14.9% | +175.7% | -190.5% | -37.4% |
| 5Y | +54.2% | +193.1% | -138.9% | +9.3% |
| All | +54.2% | +193.3% | -139.0% | +9.3% |
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 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