+201.5%
CAT vs PINS
-25.8%
+227.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.9% |
| 7D | +1.7% | -12.0% | +13.7% | +2.8% |
| 30D | -6.6% | -12.7% | +6.1% | -5.6% |
| 3M | -13.3% | -5.5% | -7.8% | -13.1% |
| 6M | +11.6% | +5.3% | +6.4% | +10.0% |
| YTD | +42.9% | -21.2% | +64.2% | +46.5% |
| 1Y | +95.4% | -45.0% | +140.5% | +111.3% |
| All | +201.5% | -25.8% | +227.3% | +230.0% |
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 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