+128.7%
PM vs COPX
+193.3%
-64.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | -1.2% | +6.0% | -7.2% | -1.6% |
| 30D | -0.2% | +6.4% | -6.6% | -0.7% |
| 3M | +4.9% | +19.3% | -14.4% | +3.2% |
| 6M | +9.0% | +16.2% | -7.2% | +7.0% |
| YTD | +17.8% | +33.2% | -15.4% | +13.6% |
| 1Y | +16.8% | +90.2% | -73.4% | +7.9% |
| 3Y | +125.4% | +175.7% | -50.2% | +93.3% |
| 5Y | +128.7% | +193.1% | -64.4% | +91.3% |
| All | +128.7% | +193.3% | -64.6% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling