+183.2%
COF vs PINS
-14.1%
+197.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | +1.8% | -12.0% | +13.9% | +4.7% |
| 30D | -0.6% | -12.7% | +12.1% | +2.4% |
| 3M | +20.3% | -5.5% | +25.8% | +21.1% |
| 6M | +13.0% | +5.3% | +7.8% | +10.5% |
| YTD | -8.3% | -21.2% | +12.9% | -5.1% |
| 1Y | -1.5% | -45.0% | +43.6% | +9.6% |
| 3Y | +122.3% | -26.2% | +148.5% | +123.4% |
| 5Y | +52.5% | -64.0% | +116.4% | +65.1% |
| All | +183.2% | -14.1% | +197.3% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling