+384.7%
CAT vs PINS
-19.7%
+404.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.2% |
| 7D | -2.4% | -6.2% | +3.8% | -1.8% |
| 30D | -25.0% | -10.9% | -14.1% | -24.2% |
| 3M | -28.7% | -19.5% | -9.2% | -27.4% |
| 6M | -33.0% | -10.4% | -22.6% | -32.8% |
| YTD | +5.4% | -26.4% | +31.8% | +7.4% |
| 1Y | +7.3% | -29.6% | +36.9% | +9.8% |
| 3Y | +166.0% | -39.0% | +205.1% | +171.6% |
| 5Y | +210.1% | -59.1% | +269.2% | +218.2% |
| All | +384.7% | -19.7% | +404.5% | +270.0% |
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 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