+90.2%
FCX vs PINS
-25.5%
+115.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | -4.9% | -12.0% | +7.2% | -2.3% |
| 30D | +4.8% | -12.7% | +17.5% | +7.7% |
| 3M | +4.6% | -5.5% | +10.1% | +5.0% |
| 6M | +10.8% | +5.3% | +5.6% | +7.8% |
| YTD | +44.2% | -21.2% | +65.4% | +49.9% |
| 1Y | +59.6% | -45.0% | +104.6% | +82.3% |
| All | +90.2% | -25.5% | +115.7% | +100.0% |
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