+2,521.4%
PWR vs COPX
+583.8%
+1,937.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | +4.2% | -2.3% | +6.5% | +5.1% |
| 30D | -4.0% | +0.3% | -4.3% | -4.6% |
| 3M | -4.8% | +6.8% | -11.6% | -8.3% |
| 6M | +14.6% | +7.9% | +6.7% | +8.4% |
| YTD | +54.2% | +23.7% | +30.5% | +35.2% |
| 1Y | +67.1% | +71.5% | -4.4% | +25.4% |
| 3Y | +218.5% | +149.1% | +69.4% | +93.3% |
| 5Y | +466.3% | +167.3% | +298.9% | +217.5% |
| All | +2,521.4% | +583.8% | +1,937.6% | +735.4% |
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 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