+1,131.3%
PSX vs COPX
+209.8%
+921.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | -0.1% |
| 7D | +2.8% | +5.8% | -2.9% | +0.5% |
| 30D | +27.8% | +7.2% | +20.5% | +23.8% |
| 3M | +42.0% | +16.5% | +25.5% | +31.3% |
| 6M | +58.1% | +18.4% | +39.7% | +40.9% |
| YTD | +105.0% | +31.9% | +73.1% | +71.2% |
| 1Y | +104.9% | +88.5% | +16.4% | +44.0% |
| 3Y | +134.1% | +173.1% | -39.0% | +32.6% |
| 5Y | +363.8% | +193.1% | +170.7% | +145.1% |
| 10Y | +370.1% | +591.7% | -221.6% | +55.6% |
| All | +1,131.3% | +209.8% | +921.5% | +366.0% |
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