+39.7%
CL vs PINS
-39.6%
+79.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +0.5% | -6.2% | +6.7% | +0.4% |
| 30D | +11.6% | -10.9% | +22.5% | +11.3% |
| 3M | +5.6% | -19.5% | +25.1% | +5.0% |
| 6M | +13.2% | -10.4% | +23.5% | +13.1% |
| YTD | +26.9% | -26.4% | +53.3% | +26.3% |
| 1Y | +27.3% | -29.6% | +57.0% | +26.5% |
| 3Y | +39.7% | -39.0% | +78.7% | +37.0% |
| All | +39.7% | -39.6% | +79.3% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling