+195.4%
CB vs PINS
-19.7%
+215.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | -1.5% | -6.2% | +4.7% | -1.1% |
| 30D | +6.5% | -10.9% | +17.5% | +7.3% |
| 3M | +4.1% | -19.5% | +23.6% | +5.5% |
| 6M | +14.4% | -10.4% | +24.8% | +14.8% |
| YTD | +17.5% | -26.4% | +43.9% | +19.1% |
| 1Y | +27.5% | -29.6% | +57.2% | +29.7% |
| 3Y | +71.6% | -39.0% | +110.6% | +72.5% |
| 5Y | +100.6% | -59.1% | +159.8% | +103.9% |
| All | +195.4% | -19.7% | +215.1% | +116.8% |
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