+183.3%
CAT vs PINS
-58.9%
+242.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.3% |
| 7D | -10.3% | -2.1% | -8.2% | -10.2% |
| 30D | -31.2% | -6.6% | -24.5% | -30.8% |
| 3M | -34.7% | -18.7% | -15.9% | -33.7% |
| 6M | -39.5% | -10.4% | -29.1% | -39.3% |
| YTD | -1.7% | -26.8% | +25.1% | +0.3% |
| 1Y | -1.1% | -27.9% | +26.7% | +1.0% |
| 3Y | +143.9% | -38.7% | +182.5% | +149.2% |
| All | +183.3% | -58.9% | +242.2% | +177.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling