+65.7%
PPL vs COPX
+318.2%
-252.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.1% |
| 7D | -2.2% | +1.1% | -3.3% | -2.4% |
| 30D | +1.7% | -15.9% | +17.5% | +4.4% |
| 3M | +0.1% | -19.6% | +19.7% | +3.3% |
| 6M | -1.5% | -21.5% | +20.0% | +1.4% |
| YTD | +3.0% | -0.8% | +3.7% | +0.1% |
| 1Y | -1.4% | +15.2% | -16.6% | -7.2% |
| 3Y | +53.5% | +134.7% | -81.3% | +19.7% |
| 5Y | +46.4% | +111.3% | -64.9% | +14.0% |
| All | +65.7% | +318.2% | -252.5% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling