+70.1%
PR vs COPX
+17.5%
+52.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +2.0% |
| 7D | -16.4% | -1.0% | -15.4% | -16.4% |
| 30D | -1.9% | -14.8% | +12.9% | -2.6% |
| 3M | +8.0% | -17.2% | +25.2% | +7.1% |
| 6M | +4.1% | -14.5% | +18.6% | +4.1% |
| YTD | +58.7% | -0.4% | +59.1% | +58.2% |
| All | +70.1% | +17.5% | +52.7% | +62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling