+256.0%
PH vs COPX
+187.4%
+68.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | 0.0% | +6.0% | -6.0% | -2.0% |
| 30D | -10.3% | +6.4% | -16.7% | -12.4% |
| 3M | +5.1% | +19.3% | -14.2% | -2.0% |
| 6M | +2.3% | +16.2% | -13.9% | -5.1% |
| YTD | +8.7% | +33.2% | -24.5% | -5.6% |
| 1Y | +26.8% | +90.2% | -63.5% | -5.3% |
| 3Y | +139.2% | +175.7% | -36.5% | +46.9% |
| All | +256.0% | +187.4% | +68.6% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling