+137.1%
PH vs COPX
+149.6%
-12.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | +0.5% |
| 7D | -3.1% | -2.9% | -0.2% | -2.4% |
| 30D | -11.8% | 0.0% | -11.8% | -12.0% |
| 3M | +6.9% | +14.8% | -7.9% | +1.7% |
| 6M | -1.3% | +7.0% | -8.3% | -5.3% |
| YTD | +7.0% | +23.8% | -16.9% | -3.9% |
| 1Y | +23.1% | +75.7% | -52.6% | -3.8% |
| All | +137.1% | +149.6% | -12.5% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling