+200.0%
CB vs PINS
-20.2%
+220.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.6% |
| 7D | +0.7% | -6.9% | +7.6% | +1.2% |
| 30D | +8.2% | -11.4% | +19.6% | +9.0% |
| 3M | +6.3% | -22.2% | +28.5% | +8.0% |
| 6M | +16.2% | -10.9% | +27.1% | +16.6% |
| YTD | +19.3% | -26.8% | +46.1% | +21.0% |
| 1Y | +29.2% | -29.8% | +59.1% | +31.4% |
| 3Y | +71.4% | -39.0% | +110.5% | +72.3% |
| 5Y | +104.2% | -58.7% | +162.9% | +107.2% |
| All | +200.0% | -20.2% | +220.2% | +120.3% |
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