+378.1%
PSX vs COPX
+583.8%
-205.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.7% | -2.3% | +4.1% | +2.6% |
| 30D | +15.6% | +0.3% | +15.4% | +14.9% |
| 3M | +46.5% | +6.8% | +39.6% | +40.2% |
| 6M | +55.0% | +7.9% | +47.1% | +43.1% |
| YTD | +105.3% | +23.7% | +81.5% | +73.9% |
| 1Y | +101.6% | +71.5% | +30.1% | +43.8% |
| 3Y | +134.1% | +149.1% | -15.0% | +31.3% |
| 5Y | +368.7% | +167.3% | +201.4% | +141.2% |
| All | +378.1% | +583.8% | -205.7% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling