+34.1%
COP vs PINS
-38.3%
+72.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +4.4% | +1.0% | +3.4% | +4.4% |
| 30D | 0.0% | -12.0% | +12.0% | +0.5% |
| 3M | +15.0% | -17.9% | +32.9% | +16.0% |
| 6M | +22.0% | -1.0% | +23.0% | +21.2% |
| YTD | +55.3% | -26.0% | +81.4% | +58.2% |
| 1Y | +64.1% | -28.5% | +92.6% | +67.8% |
| 3Y | +34.1% | -39.2% | +73.3% | +29.9% |
| All | +34.1% | -38.3% | +72.3% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling