+1,751.2%
PH vs COPX
+198.0%
+1,553.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -2.7% |
| 7D | +0.4% | +5.8% | -5.4% | -2.3% |
| 30D | -10.8% | +7.2% | -18.0% | -14.1% |
| 3M | +8.5% | +16.5% | -8.0% | -0.7% |
| 6M | +3.9% | +18.4% | -14.5% | -7.6% |
| YTD | +9.4% | +31.9% | -22.5% | -9.4% |
| 1Y | +26.8% | +88.5% | -61.7% | -13.4% |
| 3Y | +140.8% | +173.1% | -32.3% | +29.7% |
| 5Y | +253.8% | +193.1% | +60.7% | +75.0% |
| 10Y | +792.3% | +591.7% | +200.7% | +156.4% |
| All | +1,751.2% | +198.0% | +1,553.2% | +682.1% |
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