+372.1%
FCX vs PINS
-19.5%
+391.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | +4.4% | -3.4% | +7.8% | +5.2% |
| 30D | -16.3% | -14.5% | -1.8% | -13.4% |
| 3M | -12.5% | -16.5% | +4.0% | -9.3% |
| 6M | -8.0% | -7.0% | -1.0% | -8.1% |
| YTD | +20.1% | -26.1% | +46.3% | +25.1% |
| 1Y | +45.9% | -30.0% | +75.9% | +53.9% |
| 3Y | +86.2% | -38.5% | +124.7% | +95.7% |
| 5Y | +57.1% | -58.4% | +115.5% | +68.3% |
| All | +372.1% | -19.5% | +391.6% | +193.5% |
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