+61.5%
FCX vs PINS
-58.9%
+120.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +3.4% |
| 7D | -4.9% | -2.1% | -2.8% | -4.5% |
| 30D | -17.1% | -6.6% | -10.5% | -16.1% |
| 3M | -12.7% | -18.7% | +6.1% | -9.5% |
| 6M | -2.0% | -10.4% | +8.4% | -1.3% |
| YTD | +18.1% | -26.8% | +44.8% | +22.8% |
| 1Y | +55.2% | -27.9% | +83.0% | +61.9% |
| 3Y | +74.3% | -38.7% | +113.0% | +82.9% |
| All | +61.5% | -58.9% | +120.4% | +64.4% |
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