+201.0%
CB vs PINS
-19.0%
+220.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.2% |
| 7D | -1.0% | -9.4% | +8.4% | -0.3% |
| 30D | +7.3% | -10.2% | +17.5% | +8.1% |
| 3M | +7.0% | -19.0% | +26.1% | +8.4% |
| 6M | +16.3% | -7.4% | +23.7% | +16.4% |
| YTD | +19.7% | -25.7% | +45.5% | +21.3% |
| 1Y | +27.8% | -29.7% | +57.5% | +29.9% |
| 3Y | +72.0% | -38.1% | +110.1% | +72.7% |
| 5Y | +104.9% | -57.3% | +162.1% | +107.2% |
| All | +201.0% | -19.0% | +220.0% | +120.8% |
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