-21.0%
PFE vs COPX
+167.3%
-188.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | +0.2% |
| 7D | -4.0% | -2.9% | -1.1% | -3.8% |
| 30D | +3.9% | 0.0% | +3.8% | +3.8% |
| 3M | +9.9% | +14.8% | -4.9% | +8.2% |
| 6M | +5.3% | +7.0% | -1.7% | +3.9% |
| YTD | +16.8% | +23.8% | -7.1% | +12.8% |
| 1Y | +20.4% | +75.7% | -55.3% | +11.4% |
| 3Y | -2.1% | +156.4% | -158.5% | -14.4% |
| 5Y | -21.0% | +167.6% | -188.6% | -29.5% |
| All | -21.0% | +167.3% | -188.3% | -29.5% |
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