+205.9%
PNR vs COPX
+179.5%
+26.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -6.0% | -2.3% | -3.7% | -5.3% |
| 30D | -14.0% | +0.3% | -14.2% | -14.5% |
| 3M | -21.7% | +6.8% | -28.5% | -24.7% |
| 6M | -37.3% | +7.9% | -45.2% | -40.9% |
| YTD | -45.1% | +23.7% | -68.9% | -52.2% |
| 1Y | -49.1% | +71.5% | -120.7% | -61.9% |
| 3Y | -14.8% | +149.1% | -163.9% | -48.0% |
| 5Y | -21.0% | +167.3% | -188.3% | -55.2% |
| 10Y | +64.7% | +568.5% | -503.8% | -44.9% |
| All | +205.9% | +179.5% | +26.4% | +42.0% |
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