+71.6%
CL vs PINS
-19.4%
+90.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +3.2% | +1.0% | +2.2% | +3.2% |
| 30D | +8.0% | -12.0% | +20.0% | +8.5% |
| 3M | +7.9% | -17.9% | +25.7% | +8.5% |
| 6M | +14.7% | -1.0% | +15.8% | +14.6% |
| YTD | +29.2% | -26.0% | +55.2% | +30.1% |
| 1Y | +29.5% | -28.5% | +58.0% | +30.6% |
| 3Y | +40.7% | -39.2% | +79.9% | +40.9% |
| 5Y | +43.9% | -58.3% | +102.2% | +46.0% |
| All | +71.6% | -19.4% | +90.9% | +39.7% |
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