+168.6%
COF vs PINS
-19.8%
+188.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.3% |
| 7D | -5.1% | -6.6% | +1.5% | -3.8% |
| 30D | -6.0% | -16.8% | +10.8% | -2.3% |
| 3M | +14.8% | -11.4% | +26.2% | +17.2% |
| 6M | +15.3% | -1.7% | +17.0% | +14.4% |
| YTD | -13.0% | -26.4% | +13.4% | -8.7% |
| 1Y | -5.7% | -45.5% | +39.8% | +5.0% |
| 3Y | +118.1% | -31.7% | +149.9% | +123.0% |
| 5Y | +46.2% | -64.9% | +111.1% | +59.2% |
| All | +168.6% | -19.8% | +188.4% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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