+486.6%
PSA vs COPX
+198.0%
+288.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.9% |
| 7D | -0.4% | +5.8% | -6.2% | -1.5% |
| 30D | -8.2% | +7.2% | -15.4% | -9.5% |
| 3M | -2.1% | +16.5% | -18.6% | -5.6% |
| 6M | -0.2% | +18.4% | -18.7% | -4.7% |
| YTD | +18.5% | +31.9% | -13.4% | +10.2% |
| 1Y | +6.6% | +88.5% | -81.9% | -8.2% |
| 3Y | +24.5% | +173.1% | -148.6% | -2.6% |
| 5Y | +13.6% | +193.1% | -179.5% | -14.1% |
| 10Y | +102.0% | +591.7% | -489.7% | +15.3% |
| All | +486.6% | +198.0% | +288.7% | +299.4% |
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