+3,134.3%
PWR vs COPX
+200.8%
+2,933.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | +2.7% | +6.0% | -3.3% | 0.0% |
| 30D | -5.1% | +6.4% | -11.6% | -8.1% |
| 3M | -9.4% | +19.3% | -28.7% | -16.7% |
| 6M | +10.4% | +16.2% | -5.8% | +1.2% |
| YTD | +48.6% | +33.2% | +15.5% | +26.5% |
| 1Y | +68.0% | +90.2% | -22.2% | +21.1% |
| 3Y | +204.7% | +175.7% | +29.1% | +78.9% |
| 5Y | +451.9% | +193.1% | +258.8% | +201.9% |
| 10Y | +2,425.3% | +619.4% | +1,805.9% | +730.7% |
| All | +3,134.3% | +200.8% | +2,933.5% | +1,377.5% |
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 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