-21.4%
CEG vs PINS
-28.7%
+7.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.6% |
| 7D | +11.8% | -9.4% | +21.2% | +11.6% |
| 30D | -6.5% | -10.2% | +3.7% | -6.6% |
| 3M | -1.2% | -19.0% | +17.9% | -1.4% |
| 6M | -8.0% | -7.4% | -0.7% | -7.8% |
| YTD | -21.9% | -25.7% | +3.8% | -14.6% |
| 1Y | -21.4% | -29.7% | +8.3% | -13.9% |
| All | -21.4% | -28.7% | +7.2% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling