+0.5%
PPG vs COPX
+7.1%
-6.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.0% | +5.0% | +0.3% |
| 7D | -5.1% | -2.9% | -2.3% | -4.4% |
| 30D | -9.6% | 0.0% | -9.6% | -9.9% |
| 3M | -6.4% | +14.8% | -21.2% | -11.8% |
| 6M | +0.5% | +7.0% | -6.5% | -5.5% |
| All | +0.5% | +7.1% | -6.6% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling