+75.6%
FCX vs PINS
-52.1%
+127.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.2% | +8.7% | -0.1% |
| 7D | +3.1% | -13.9% | +17.0% | +3.8% |
| 30D | +8.1% | -25.0% | +33.1% | +9.5% |
| 3M | +18.9% | -16.6% | +35.5% | +19.9% |
| 6M | +26.6% | -7.0% | +33.6% | +26.4% |
| YTD | +51.2% | -29.4% | +80.6% | +56.2% |
| 1Y | +75.6% | -49.9% | +125.5% | +102.1% |
| All | +75.6% | -52.1% | +127.7% | +102.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling