+191.2%
PPL vs COPX
+125.0%
+66.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.8% |
| 7D | +0.4% | -1.0% | +1.4% | +0.5% |
| 30D | +5.4% | -14.8% | +20.2% | +7.9% |
| 3M | +4.3% | -17.2% | +21.5% | +7.0% |
| 6M | -1.3% | -14.5% | +13.1% | 0.0% |
| YTD | +4.7% | -0.4% | +5.1% | +2.2% |
| 1Y | +1.3% | +21.9% | -20.6% | -4.7% |
| 3Y | +57.2% | +123.7% | -66.5% | +29.1% |
| 5Y | +48.2% | +121.8% | -73.6% | +19.5% |
| 10Y | +62.7% | +397.9% | -335.2% | +3.8% |
| All | +191.2% | +125.0% | +66.3% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling