+37.7%
PPL vs COPX
+186.1%
-148.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.4% |
| 7D | +1.8% | +5.8% | -4.0% | +1.3% |
| 30D | -1.1% | +7.2% | -8.3% | -1.7% |
| 3M | 0.0% | +16.5% | -16.5% | -1.5% |
| 6M | -7.6% | +18.4% | -26.0% | -9.6% |
| YTD | +1.7% | +31.9% | -30.2% | -2.2% |
| 1Y | +1.5% | +88.5% | -87.0% | -6.8% |
| 3Y | +55.3% | +173.1% | -117.8% | +31.7% |
| 5Y | +37.7% | +193.1% | -155.4% | +14.0% |
| All | +37.7% | +186.1% | -148.4% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling