+797.8%
PH vs COPX
+583.8%
+214.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -1.3% | -2.3% | +1.1% | -0.4% |
| 30D | -11.0% | +0.3% | -11.2% | -11.5% |
| 3M | +5.5% | +6.8% | -1.3% | +0.7% |
| 6M | +1.5% | +7.9% | -6.5% | -5.8% |
| YTD | +8.8% | +23.7% | -15.0% | -7.6% |
| 1Y | +24.5% | +71.5% | -47.0% | -12.1% |
| 3Y | +141.2% | +149.1% | -7.9% | +31.8% |
| 5Y | +256.3% | +167.3% | +89.0% | +76.7% |
| All | +797.8% | +583.8% | +214.0% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling