+436.5%
CARR vs PINS
+90.0%
+346.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +3.2% | -5.2% | +8.5% | +4.0% |
| 30D | -7.7% | -14.9% | +7.3% | -5.7% |
| 3M | -11.9% | -8.4% | -3.5% | -11.3% |
| 6M | +2.0% | +0.6% | +1.4% | +0.9% |
| YTD | +13.2% | -22.2% | +35.4% | +15.5% |
| 1Y | -8.5% | -46.9% | +38.4% | -1.5% |
| 3Y | +5.0% | -26.9% | +31.9% | +4.7% |
| 5Y | +12.0% | -63.0% | +75.0% | +14.8% |
| All | +436.5% | +90.0% | +346.5% | +312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling