+332.0%
PEG vs COPX
+200.8%
+131.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.4% |
| 7D | -1.0% | +6.0% | -7.0% | -2.0% |
| 30D | -2.6% | +6.4% | -9.1% | -3.8% |
| 3M | -7.6% | +19.3% | -26.9% | -10.9% |
| 6M | -12.2% | +16.2% | -28.4% | -15.5% |
| YTD | -8.1% | +33.2% | -41.2% | -14.2% |
| 1Y | -7.0% | +90.2% | -97.2% | -19.0% |
| 3Y | +30.6% | +175.7% | -145.1% | +4.2% |
| 5Y | +34.4% | +193.1% | -158.7% | +3.8% |
| 10Y | +146.5% | +619.4% | -472.9% | +48.2% |
| All | +332.0% | +200.8% | +131.3% | +190.2% |
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