+68.7%
CL vs PINS
-19.0%
+87.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | -0.8% | -9.4% | +8.6% | -0.4% |
| 30D | +9.5% | -10.2% | +19.8% | +9.9% |
| 3M | +6.8% | -19.0% | +25.8% | +7.4% |
| 6M | +14.3% | -7.4% | +21.6% | +14.4% |
| YTD | +27.0% | -25.7% | +52.7% | +27.9% |
| 1Y | +26.3% | -29.7% | +56.0% | +27.4% |
| 3Y | +39.3% | -38.1% | +77.4% | +39.4% |
| 5Y | +41.5% | -57.3% | +98.8% | +43.3% |
| All | +68.7% | -19.0% | +87.7% | +37.3% |
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