+160.5%
CAT vs PINS
-38.4%
+198.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +9.3% | -3.4% | +12.7% | +9.7% |
| 30D | -21.5% | -14.5% | -7.0% | -20.3% |
| 3M | -29.1% | -16.5% | -12.6% | -28.0% |
| 6M | -33.4% | -7.0% | -26.4% | -33.4% |
| YTD | +6.6% | -26.1% | +32.7% | +10.3% |
| 1Y | +6.5% | -30.0% | +36.5% | +11.4% |
| All | +160.5% | -38.4% | +198.9% | +162.2% |
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