+3.2%
PEP vs COPX
+193.3%
-190.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | -1.7% | +6.0% | -7.7% | -1.8% |
| 30D | +0.3% | +6.4% | -6.1% | +0.1% |
| 3M | -3.2% | +19.3% | -22.5% | -3.7% |
| 6M | -13.6% | +16.2% | -29.8% | -14.1% |
| YTD | -1.9% | +33.2% | -35.0% | -3.0% |
| 1Y | -0.6% | +90.2% | -90.8% | -3.5% |
| 3Y | -13.6% | +175.7% | -189.3% | -19.0% |
| 5Y | +3.2% | +193.1% | -189.9% | -3.5% |
| All | +3.2% | +193.3% | -190.1% | -3.5% |
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