-49.1%
PNR vs COPX
+73.7%
-122.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.0% | -2.3% | -3.7% | -5.8% |
| 30D | -14.0% | +0.3% | -14.2% | -14.2% |
| 3M | -21.7% | +6.8% | -28.5% | -22.8% |
| 6M | -37.3% | +7.9% | -45.2% | -39.2% |
| YTD | -45.1% | +23.7% | -68.9% | -48.5% |
| 1Y | -49.1% | +71.5% | -120.7% | -54.2% |
| All | -49.1% | +73.7% | -122.9% | -54.2% |
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