+310.1%
PPG vs COPX
+179.5%
+130.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -6.2% | -2.3% | -3.9% | -5.6% |
| 30D | -7.9% | +0.3% | -8.2% | -8.4% |
| 3M | -10.2% | +6.8% | -17.0% | -13.3% |
| 6M | +2.7% | +7.9% | -5.3% | -2.2% |
| YTD | +4.9% | +23.7% | -18.9% | -6.3% |
| 1Y | -3.2% | +71.5% | -74.7% | -24.6% |
| 3Y | -17.0% | +149.1% | -166.1% | -46.1% |
| 5Y | -23.3% | +167.3% | -190.7% | -53.2% |
| 10Y | +26.4% | +568.5% | -542.1% | -51.8% |
| All | +310.1% | +179.5% | +130.6% | +106.9% |
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