+168.4%
COP vs PINS
-23.0%
+191.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.2% | +10.3% | +2.2% |
| 7D | -0.5% | -13.9% | +13.4% | +1.3% |
| 30D | +11.7% | -25.0% | +36.7% | +15.5% |
| 3M | +17.7% | -16.6% | +34.3% | +19.6% |
| 6M | +18.3% | -7.0% | +25.3% | +18.1% |
| YTD | +49.1% | -29.4% | +78.5% | +53.4% |
| 1Y | +53.3% | -49.9% | +103.2% | +64.5% |
| 3Y | +22.2% | -33.6% | +55.8% | +22.3% |
| 5Y | +193.3% | -66.8% | +260.1% | +213.2% |
| All | +168.4% | -23.0% | +191.4% | +68.6% |
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