+1.5%
CARR vs PINS
-30.9%
+32.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | -3.8% | -6.6% | +2.8% | -3.1% |
| 30D | -8.9% | -16.8% | +7.9% | -7.3% |
| 3M | -17.3% | -11.4% | -5.9% | -16.6% |
| 6M | -1.4% | -1.7% | +0.3% | -2.2% |
| YTD | +10.0% | -26.4% | +36.4% | +13.7% |
| 1Y | -6.4% | -45.5% | +39.2% | +1.3% |
| 3Y | +1.5% | -31.7% | +33.3% | +2.2% |
| All | +1.5% | -30.9% | +32.4% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling