+123.4%
PM vs COPX
+168.3%
-45.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | -1.2% | +6.0% | -7.2% | -1.3% |
| 30D | -0.2% | +6.4% | -6.6% | -0.3% |
| 3M | +4.9% | +19.3% | -14.4% | +4.3% |
| 6M | +9.0% | +16.2% | -7.2% | +8.2% |
| YTD | +17.8% | +33.2% | -15.4% | +16.0% |
| 1Y | +16.8% | +90.2% | -73.4% | +12.2% |
| All | +123.4% | +168.3% | -45.0% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling