+221.7%
PR vs COPX
+119.7%
+102.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.3% |
| 7D | -16.4% | -1.0% | -15.4% | -16.2% |
| 30D | -1.9% | -14.8% | +12.9% | +4.4% |
| 3M | +8.0% | -17.2% | +25.2% | +15.5% |
| 6M | +4.1% | -14.5% | +18.6% | +6.8% |
| YTD | +58.7% | -0.4% | +59.1% | +41.3% |
| 1Y | +75.8% | +21.9% | +54.0% | +36.8% |
| 3Y | +73.2% | +123.7% | -50.6% | -18.6% |
| All | +221.7% | +119.7% | +102.0% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling