+45.4%
COF vs PINS
-66.2%
+111.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.4% |
| 7D | -6.1% | -9.9% | +3.9% | -3.8% |
| 30D | -5.2% | -20.9% | +15.8% | +0.1% |
| 3M | +17.0% | -13.7% | +30.7% | +20.3% |
| 6M | +12.9% | -3.0% | +16.0% | +12.2% |
| YTD | -13.5% | -27.5% | +13.9% | -8.5% |
| 1Y | -5.9% | -46.8% | +40.9% | +6.4% |
| 3Y | +117.1% | -31.8% | +149.0% | +121.3% |
| 5Y | +45.4% | -65.4% | +110.8% | +49.9% |
| All | +45.4% | -66.2% | +111.6% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling