+722.2%
PM vs COPX
+118.6%
+603.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.6% |
| 7D | +0.5% | -2.8% | +3.4% | +1.0% |
| 30D | -3.2% | -14.3% | +11.1% | -0.7% |
| 3M | +6.2% | -19.0% | +25.3% | +9.7% |
| 6M | +7.7% | -24.4% | +32.1% | +11.5% |
| YTD | +27.3% | -3.2% | +30.5% | +24.3% |
| 1Y | +32.8% | +15.2% | +17.6% | +25.1% |
| 3Y | +150.0% | +127.6% | +22.4% | +98.2% |
| 5Y | +164.2% | +106.0% | +58.2% | +109.1% |
| 10Y | +265.7% | +313.7% | -48.0% | +127.5% |
| All | +722.2% | +118.6% | +603.6% | +455.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling