+163.9%
COP vs PINS
-14.1%
+178.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | +3.0% | -12.0% | +15.0% | +4.6% |
| 30D | +17.5% | -12.7% | +30.2% | +19.3% |
| 3M | +13.4% | -5.5% | +18.9% | +13.6% |
| 6M | +17.7% | +5.3% | +12.5% | +15.9% |
| YTD | +46.6% | -21.2% | +67.8% | +49.0% |
| 1Y | +44.6% | -45.0% | +89.7% | +53.5% |
| 3Y | +20.7% | -26.2% | +46.9% | +19.4% |
| 5Y | +185.0% | -64.0% | +249.0% | +202.1% |
| All | +163.9% | -14.1% | +178.0% | +63.8% |
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