+169.5%
PR vs COPX
+662.2%
-492.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +2.9% | -4.0% | +6.9% | +5.0% |
| 30D | +18.0% | +4.5% | +13.5% | +14.9% |
| 3M | +16.9% | +0.8% | +16.0% | +13.7% |
| 6M | +28.2% | +3.2% | +25.0% | +18.3% |
| YTD | +69.3% | +26.7% | +42.6% | +34.8% |
| 1Y | +69.5% | +85.7% | -16.2% | +4.3% |
| 3Y | +81.7% | +151.2% | -69.5% | -12.6% |
| 5Y | +422.2% | +170.0% | +252.3% | +137.3% |
| 10Y | +110.4% | +572.9% | -462.6% | -19.6% |
| All | +169.5% | +662.2% | -492.7% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling