+210.9%
PM vs COPX
+583.8%
-372.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +4.7% | -2.3% | +7.0% | +5.0% |
| 30D | +2.6% | +0.3% | +2.4% | +2.4% |
| 3M | +6.6% | +6.8% | -0.3% | +4.8% |
| 6M | +16.5% | +7.9% | +8.5% | +13.2% |
| YTD | +21.2% | +23.7% | -2.6% | +14.1% |
| 1Y | +17.9% | +71.5% | -53.6% | +3.5% |
| 3Y | +129.8% | +149.1% | -19.3% | +81.2% |
| 5Y | +133.0% | +167.3% | -34.3% | +75.6% |
| All | +210.9% | +583.8% | -372.9% | +62.0% |
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