+421.5%
CARR vs PINS
+79.7%
+341.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | -3.8% | -6.6% | +2.8% | -2.9% |
| 30D | -8.9% | -16.8% | +7.9% | -6.7% |
| 3M | -17.3% | -11.4% | -5.9% | -16.4% |
| 6M | -1.4% | -1.7% | +0.3% | -2.2% |
| YTD | +10.0% | -26.4% | +36.4% | +13.1% |
| 1Y | -6.4% | -45.5% | +39.2% | +0.3% |
| 3Y | +1.5% | -31.7% | +33.3% | +2.2% |
| 5Y | +9.3% | -64.9% | +74.2% | +12.8% |
| All | +421.5% | +79.7% | +341.8% | +303.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling