-3.2%
PPG vs COPX
+73.7%
-76.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -6.2% | -2.3% | -3.9% | -5.8% |
| 30D | -7.9% | +0.3% | -8.2% | -8.2% |
| 3M | -10.2% | +6.8% | -17.0% | -12.2% |
| 6M | +2.7% | +7.9% | -5.3% | -1.9% |
| YTD | +4.9% | +23.7% | -18.9% | -0.8% |
| 1Y | -3.2% | +71.5% | -74.7% | -12.7% |
| All | -3.2% | +73.7% | -76.9% | -12.7% |
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 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