+175.3%
COP vs PINS
-19.5%
+194.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +3.4% | -3.4% | +6.8% | +3.8% |
| 30D | -0.6% | -14.5% | +13.9% | +1.0% |
| 3M | +10.8% | -16.5% | +27.3% | +12.6% |
| 6M | +19.6% | -7.0% | +26.6% | +19.4% |
| YTD | +52.9% | -26.1% | +79.1% | +56.0% |
| 1Y | +62.2% | -30.0% | +92.2% | +66.6% |
| 3Y | +32.4% | -38.5% | +70.8% | +34.2% |
| 5Y | +129.7% | -58.4% | +188.1% | +136.5% |
| All | +175.3% | -19.5% | +194.8% | +71.4% |
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