-63.0%
PINS vs COPX
+186.1%
-249.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -2.5% |
| 7D | -5.2% | +5.8% | -11.0% | -6.8% |
| 30D | -14.9% | +7.2% | -22.2% | -16.8% |
| 3M | -8.4% | +16.5% | -24.9% | -13.2% |
| 6M | +0.6% | +18.4% | -17.8% | -6.7% |
| YTD | -22.2% | +31.9% | -54.1% | -32.5% |
| 1Y | -46.9% | +88.5% | -135.4% | -60.7% |
| 3Y | -26.9% | +173.1% | -200.0% | -55.3% |
| 5Y | -63.0% | +193.1% | -256.1% | -78.0% |
| All | -63.0% | +186.1% | -249.1% | -78.0% |
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