-58.7%
PINS vs COPX
+124.9%
-183.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.3% |
| 7D | -6.9% | +1.6% | -8.5% | -7.3% |
| 30D | -11.4% | -15.0% | +3.6% | -7.5% |
| 3M | -22.2% | -18.6% | -3.7% | -18.3% |
| 6M | -10.9% | -14.9% | +4.0% | -8.7% |
| YTD | -26.8% | +1.8% | -28.7% | -32.1% |
| 1Y | -29.8% | +19.7% | -49.5% | -39.1% |
| 3Y | -39.0% | +140.9% | -179.9% | -62.2% |
| 5Y | -58.7% | +130.6% | -189.3% | -72.7% |
| All | -58.7% | +124.9% | -183.6% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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