+94.9%
PR vs COPX
+128.6%
-33.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.8% |
| 7D | +6.0% | -2.8% | +8.8% | +6.5% |
| 30D | -4.2% | -14.3% | +10.1% | -1.2% |
| 3M | +10.0% | -19.0% | +29.0% | +14.4% |
| 6M | +15.6% | -24.4% | +40.0% | +21.6% |
| YTD | +68.2% | -3.2% | +71.4% | +55.9% |
| 1Y | +79.2% | +15.2% | +64.0% | +52.4% |
| 3Y | +94.9% | +127.6% | -32.7% | +9.9% |
| All | +94.9% | +128.6% | -33.6% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling