+4.4%
PEP vs COPX
+11.4%
-7.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.1% |
| 7D | +2.9% | -2.8% | +5.7% | +2.8% |
| 30D | +12.5% | -14.3% | +26.8% | +12.0% |
| 3M | +4.5% | -19.0% | +23.6% | +4.0% |
| 6M | -0.5% | -24.4% | +23.9% | -0.2% |
| YTD | +4.4% | -3.2% | +7.7% | +4.2% |
| 1Y | +4.4% | +15.2% | -10.8% | +3.6% |
| All | +4.4% | +11.4% | -7.1% | +3.6% |
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