+249.5%
PFE vs COPX
+198.0%
+51.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -3.0% |
| 7D | -2.7% | +5.8% | -8.4% | -3.7% |
| 30D | +3.8% | +7.2% | -3.4% | +2.5% |
| 3M | +10.4% | +16.5% | -6.1% | +6.9% |
| 6M | +6.3% | +18.4% | -12.2% | +1.8% |
| YTD | +17.4% | +31.9% | -14.5% | +9.4% |
| 1Y | +21.1% | +88.5% | -67.4% | +5.2% |
| 3Y | -1.6% | +173.1% | -174.7% | -22.2% |
| 5Y | -22.2% | +193.1% | -215.3% | -40.8% |
| 10Y | +32.9% | +591.7% | -558.8% | -22.1% |
| All | +249.5% | +198.0% | +51.6% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling