+113.0%
COP vs PINS
-58.9%
+172.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.9% |
| 7D | -11.5% | -2.1% | -9.5% | -11.5% |
| 30D | +5.0% | -6.6% | +11.6% | +5.3% |
| 3M | +17.5% | -18.7% | +36.2% | +18.8% |
| 6M | +16.2% | -10.4% | +26.6% | +16.4% |
| YTD | +48.8% | -26.8% | +75.5% | +50.9% |
| 1Y | +64.1% | -27.9% | +92.0% | +66.6% |
| 3Y | +25.7% | -38.7% | +64.3% | +26.9% |
| All | +113.0% | -58.9% | +172.0% | +112.2% |
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