+68.8%
CL vs PINS
-20.2%
+89.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.2% |
| 7D | +2.6% | -6.9% | +9.5% | +2.8% |
| 30D | +11.8% | -11.4% | +23.2% | +12.2% |
| 3M | +5.9% | -22.2% | +28.1% | +6.7% |
| 6M | +13.3% | -10.9% | +24.2% | +13.6% |
| YTD | +27.1% | -26.8% | +53.9% | +28.1% |
| 1Y | +28.0% | -29.8% | +57.8% | +29.1% |
| 3Y | +39.4% | -39.0% | +78.4% | +39.6% |
| 5Y | +40.8% | -58.7% | +99.4% | +42.9% |
| All | +68.8% | -20.2% | +89.0% | +37.5% |
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