+271.2%
PG vs COPX
+179.5%
+91.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.8% | -2.3% | +1.6% | -0.6% |
| 30D | +0.8% | +0.3% | +0.6% | +0.7% |
| 3M | -1.3% | +6.8% | -8.2% | -2.5% |
| 6M | -3.8% | +7.9% | -11.8% | -5.6% |
| YTD | +3.6% | +23.7% | -20.1% | -0.3% |
| 1Y | -5.7% | +71.5% | -77.3% | -13.3% |
| 3Y | +1.6% | +149.1% | -147.5% | -12.6% |
| 5Y | +14.6% | +167.3% | -152.7% | -4.1% |
| 10Y | +121.2% | +568.5% | -447.3% | +51.1% |
| All | +271.2% | +179.5% | +91.7% | +177.1% |
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 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