+469.4%
PWR vs COPX
+163.4%
+306.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | +4.2% | -2.3% | +6.5% | +5.0% |
| 30D | -4.0% | +0.3% | -4.3% | -4.6% |
| 3M | -4.8% | +6.8% | -11.6% | -7.8% |
| 6M | +14.6% | +7.9% | +6.7% | +9.3% |
| YTD | +54.2% | +23.7% | +30.5% | +37.9% |
| 1Y | +67.1% | +71.5% | -4.4% | +31.1% |
| 3Y | +218.5% | +149.1% | +69.4% | +108.5% |
| All | +469.4% | +163.4% | +306.1% | +255.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling