-0.8%
PPL vs COPX
-15.1%
+14.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -0.9% |
| 7D | -1.0% | -1.5% | +0.6% | -1.0% |
| 30D | +3.0% | -14.0% | +17.0% | +2.5% |
| 3M | +1.1% | -17.1% | +18.2% | +0.5% |
| 6M | -0.8% | -15.9% | +15.1% | -1.1% |
| All | -0.8% | -15.1% | +14.3% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling