+35.6%
PFE vs COPX
+31.7%
+3.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.3% | +2.5% |
| 7D | +4.6% | -3.0% | +7.5% | +4.6% |
| 30D | +12.3% | -13.6% | +26.0% | +12.8% |
| 3M | +21.2% | -11.2% | +32.4% | +21.5% |
| 6M | +21.1% | -2.4% | +23.5% | +20.5% |
| YTD | +30.0% | +4.2% | +25.8% | +24.9% |
| 1Y | +35.6% | +32.2% | +3.4% | +24.1% |
| All | +35.6% | +31.7% | +3.9% | +24.1% |
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