+40.7%
CL vs PINS
-58.3%
+99.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | -0.8% | -9.4% | +8.6% | -0.9% |
| 30D | +9.5% | -10.2% | +19.8% | +9.4% |
| 3M | +6.8% | -19.0% | +25.8% | +6.4% |
| 6M | +14.3% | -7.4% | +21.6% | +14.3% |
| YTD | +26.3% | -25.7% | +52.0% | +26.0% |
| 1Y | +25.6% | -29.7% | +55.3% | +25.2% |
| 3Y | +38.5% | -38.1% | +76.6% | +38.0% |
| 5Y | +40.7% | -57.3% | +98.0% | +36.2% |
| All | +40.7% | -58.3% | +99.1% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling