-5.7%
COF vs PINS
-46.0%
+40.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.3% |
| 7D | -5.1% | -6.6% | +1.5% | -4.1% |
| 30D | -6.0% | -16.8% | +10.8% | -3.2% |
| 3M | +14.8% | -11.4% | +26.2% | +16.7% |
| 6M | +15.3% | -1.7% | +17.0% | +14.4% |
| YTD | -13.0% | -26.4% | +13.4% | -10.8% |
| 1Y | -5.7% | -45.5% | +39.8% | -1.2% |
| All | -5.7% | -46.0% | +40.3% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling