+78.7%
PR vs COPX
+322.8%
-244.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.3% |
| 7D | -0.5% | -1.5% | +1.0% | +0.2% |
| 30D | -4.6% | -14.0% | +9.4% | +2.8% |
| 3M | +4.7% | -17.1% | +21.8% | +13.9% |
| 6M | +12.4% | -15.9% | +28.3% | +17.3% |
| YTD | +62.9% | +2.6% | +60.2% | +40.6% |
| 1Y | +70.6% | +21.6% | +49.0% | +30.5% |
| 3Y | +90.0% | +142.7% | -52.7% | -16.6% |
| 5Y | +255.5% | +122.2% | +133.3% | +63.7% |
| 10Y | +78.7% | +338.8% | -260.0% | -33.6% |
| All | +78.7% | +322.8% | -244.0% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling