+133.3%
PSX vs COPX
+149.6%
-16.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | +0.2% |
| 7D | +1.5% | -2.9% | +4.4% | +1.9% |
| 30D | +15.8% | 0.0% | +15.8% | +15.6% |
| 3M | +43.0% | +14.8% | +28.2% | +38.8% |
| 6M | +61.1% | +7.0% | +54.0% | +56.8% |
| YTD | +104.5% | +23.8% | +80.7% | +87.4% |
| 1Y | +102.5% | +75.7% | +26.8% | +64.1% |
| All | +133.3% | +149.6% | -16.3% | +60.5% |
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