+87.1%
PR vs COPX
+592.9%
-505.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | -1.1% |
| 7D | -0.6% | +5.8% | -6.3% | -3.7% |
| 30D | +17.4% | +7.2% | +10.2% | +12.5% |
| 3M | +21.8% | +16.5% | +5.3% | +9.0% |
| 6M | +27.6% | +18.4% | +9.1% | +7.9% |
| YTD | +71.4% | +31.9% | +39.5% | +31.4% |
| 1Y | +78.3% | +88.5% | -10.2% | +5.8% |
| 3Y | +85.5% | +173.1% | -87.6% | -19.7% |
| 5Y | +422.7% | +193.1% | +229.5% | +112.4% |
| 10Y | +87.1% | +591.7% | -504.6% | -36.6% |
| All | +87.1% | +592.9% | -505.8% | -36.6% |
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