+19.0%
PM vs COPX
+76.0%
-57.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.0% | +9.2% | +2.0% |
| 7D | +1.9% | -2.9% | +4.8% | +1.8% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | +4.6% | +14.8% | -10.2% | +5.0% |
| 6M | +11.7% | +7.0% | +4.6% | +11.7% |
| YTD | +20.4% | +23.8% | -3.5% | +22.5% |
| 1Y | +19.0% | +75.7% | -56.7% | +26.6% |
| All | +19.0% | +76.0% | -57.1% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling