+268.7%
PFE vs COPX
+118.6%
+150.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | -1.7% | -2.8% | +1.1% | -1.3% |
| 30D | +0.3% | -14.3% | +14.7% | +2.9% |
| 3M | +9.4% | -19.0% | +28.4% | +12.9% |
| 6M | +14.9% | -24.4% | +39.3% | +19.3% |
| YTD | +23.8% | -3.2% | +27.0% | +21.4% |
| 1Y | +19.5% | +15.2% | +4.4% | +13.3% |
| 3Y | +21.0% | +127.6% | -106.6% | -1.7% |
| 5Y | -23.9% | +106.0% | -129.9% | -38.4% |
| 10Y | +47.8% | +313.7% | -265.9% | -4.6% |
| All | +268.7% | +118.6% | +150.1% | +160.3% |
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