+187.8%
PPL vs COPX
+131.8%
+56.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.1% |
| 7D | -1.0% | -1.5% | +0.6% | -0.8% |
| 30D | +3.0% | -14.0% | +17.0% | +5.3% |
| 3M | +1.1% | -17.1% | +18.2% | +3.7% |
| 6M | -0.8% | -15.9% | +15.1% | +0.8% |
| YTD | +3.5% | +2.6% | +0.8% | +0.5% |
| 1Y | -0.9% | +21.6% | -22.5% | -6.7% |
| 3Y | +54.2% | +142.7% | -88.5% | +24.7% |
| 5Y | +46.3% | +122.2% | -75.9% | +18.0% |
| 10Y | +65.0% | +338.8% | -273.7% | +7.3% |
| All | +187.8% | +131.8% | +56.0% | +88.0% |
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 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