+17.0%
PG vs COPX
+31.7%
-14.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.7% | +3.3% |
| 7D | +5.7% | -3.0% | +8.7% | +5.6% |
| 30D | +15.4% | -13.6% | +29.0% | +15.3% |
| 3M | +13.8% | -11.2% | +25.0% | +13.6% |
| 6M | +18.3% | -2.4% | +20.7% | +16.9% |
| YTD | +20.1% | +4.2% | +15.9% | +21.1% |
| 1Y | +17.0% | +32.2% | -15.2% | +20.8% |
| All | +17.0% | +31.7% | -14.7% | +20.8% |
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