+373.1%
CAT vs PINS
-20.2%
+393.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -6.3% | -6.9% | +0.6% | -5.7% |
| 30D | -26.8% | -11.4% | -15.3% | -26.0% |
| 3M | -30.0% | -22.2% | -7.8% | -28.5% |
| 6M | -34.6% | -10.9% | -23.7% | -34.3% |
| YTD | +2.9% | -26.8% | +29.7% | +4.9% |
| 1Y | +3.3% | -29.8% | +33.1% | +5.7% |
| 3Y | +153.7% | -39.0% | +192.7% | +159.0% |
| 5Y | +207.3% | -58.7% | +266.0% | +214.9% |
| All | +373.1% | -20.2% | +393.4% | +261.4% |
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