+10.7%
CARR vs PINS
-64.9%
+75.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | -3.8% | -6.6% | +2.8% | -2.9% |
| 30D | -8.9% | -16.8% | +7.9% | -6.6% |
| 3M | -17.3% | -11.4% | -5.9% | -16.4% |
| 6M | -1.4% | -1.7% | +0.3% | -2.4% |
| YTD | +10.0% | -26.4% | +36.4% | +13.5% |
| 1Y | -6.4% | -45.5% | +39.2% | +1.2% |
| 3Y | +1.5% | -31.7% | +33.3% | +1.9% |
| All | +10.7% | -64.9% | +75.5% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling