+1,660.3%
PLTR vs COPX
+396.2%
+1,264.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -4.1% | -2.3% | -1.7% | -3.2% |
| 30D | -2.2% | +0.3% | -2.5% | -2.7% |
| 3M | +27.6% | +6.8% | +20.8% | +23.1% |
| 6M | +10.3% | +7.9% | +2.4% | +4.0% |
| YTD | -5.9% | +23.7% | -29.7% | -17.8% |
| 1Y | +1.7% | +71.5% | -69.8% | -24.3% |
| 3Y | +959.1% | +149.1% | +810.0% | +532.6% |
| 5Y | +536.3% | +167.3% | +369.0% | +273.2% |
| All | +1,660.3% | +396.2% | +1,264.1% | +1,156.6% |
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