+466.8%
FCX vs PINS
-14.1%
+480.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | -4.9% | -12.0% | +7.2% | -2.0% |
| 30D | +4.8% | -12.7% | +17.5% | +8.1% |
| 3M | +4.6% | -5.5% | +10.1% | +5.1% |
| 6M | +10.8% | +5.3% | +5.6% | +7.8% |
| YTD | +44.2% | -21.2% | +65.4% | +48.8% |
| 1Y | +59.6% | -45.0% | +104.6% | +78.6% |
| 3Y | +82.2% | -26.2% | +108.5% | +83.2% |
| 5Y | +115.6% | -64.0% | +179.6% | +140.1% |
| All | +466.8% | -14.1% | +480.9% | +249.1% |
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 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