+143.4%
PEG vs COPX
+583.8%
-440.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.9% | -2.3% | +1.5% | -0.6% |
| 30D | -3.7% | +0.3% | -4.0% | -3.9% |
| 3M | -7.3% | +6.8% | -14.1% | -8.8% |
| 6M | -10.5% | +7.9% | -18.4% | -12.8% |
| YTD | -7.5% | +23.7% | -31.2% | -12.8% |
| 1Y | -8.7% | +71.5% | -80.3% | -19.5% |
| 3Y | +31.4% | +149.1% | -117.7% | +5.4% |
| 5Y | +37.8% | +167.3% | -129.5% | +6.4% |
| All | +143.4% | +583.8% | -440.4% | +23.9% |
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