+557.2%
CAT vs PINS
-14.1%
+571.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.9% |
| 7D | +1.7% | -12.0% | +13.7% | +3.0% |
| 30D | -6.6% | -12.7% | +6.1% | -5.4% |
| 3M | -13.3% | -5.5% | -7.8% | -13.2% |
| 6M | +11.6% | +5.3% | +6.4% | +10.1% |
| YTD | +42.9% | -21.2% | +64.2% | +44.9% |
| 1Y | +95.4% | -45.0% | +140.5% | +105.4% |
| 3Y | +196.6% | -26.2% | +222.8% | +196.9% |
| 5Y | +321.7% | -64.0% | +385.6% | +338.8% |
| All | +557.2% | -14.1% | +571.3% | +399.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling