+56.8%
PPL vs COPX
+158.0%
-101.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +2.7% | -4.0% | +6.6% | +2.8% |
| 30D | +0.5% | +4.5% | -4.1% | +0.3% |
| 3M | +0.7% | +0.8% | -0.2% | +0.6% |
| 6M | -7.6% | +3.2% | -10.8% | -7.9% |
| YTD | +1.8% | +26.7% | -24.9% | 0.0% |
| 1Y | -0.8% | +85.7% | -86.4% | -5.3% |
| All | +56.8% | +158.0% | -101.1% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling