+57.6%
PPL vs COPX
+606.7%
-549.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.7% |
| 7D | 0.0% | +6.0% | -5.9% | -1.0% |
| 30D | -1.3% | +6.4% | -7.7% | -2.4% |
| 3M | -2.6% | +19.3% | -21.9% | -6.0% |
| 6M | -8.4% | +16.2% | -24.6% | -12.0% |
| YTD | +0.2% | +33.2% | -33.0% | -6.9% |
| 1Y | -0.2% | +90.2% | -90.5% | -14.2% |
| 3Y | +52.9% | +175.7% | -122.8% | +17.8% |
| 5Y | +36.8% | +193.1% | -156.3% | +0.8% |
| 10Y | +57.6% | +619.4% | -561.9% | -26.9% |
| All | +57.6% | +606.7% | -549.1% | -26.9% |
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 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