-0.3%
PEP vs COPX
+76.0%
-76.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | -0.3% |
| 7D | -1.4% | -2.9% | +1.5% | -1.5% |
| 30D | -0.2% | 0.0% | -0.2% | -0.2% |
| 3M | -4.3% | +14.8% | -19.1% | -3.5% |
| 6M | -13.2% | +7.0% | -20.2% | -12.8% |
| YTD | -1.9% | +23.8% | -25.7% | +0.9% |
| 1Y | -0.3% | +75.7% | -76.0% | +4.7% |
| All | -0.3% | +76.0% | -76.4% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling