+675.4%
CIEN vs PINS
-19.0%
+694.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +8.5% |
| 7D | +8.7% | -9.4% | +18.1% | +10.7% |
| 30D | -26.9% | -10.2% | -16.7% | -25.6% |
| 3M | -23.6% | -19.0% | -4.6% | -21.2% |
| 6M | -49.1% | -7.4% | -41.7% | -49.3% |
| YTD | +26.6% | -25.7% | +52.3% | +29.9% |
| 1Y | +42.7% | -29.7% | +72.4% | +48.0% |
| 3Y | +570.8% | -38.1% | +608.9% | +588.6% |
| 5Y | +386.4% | -57.3% | +443.7% | +397.5% |
| All | +675.4% | -19.0% | +694.4% | +461.1% |
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