+39.9%
CL vs PINS
-58.9%
+98.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -2.2% |
| 7D | +1.3% | -2.1% | +3.4% | +1.3% |
| 30D | +11.4% | -6.6% | +18.0% | +11.3% |
| 3M | +4.4% | -18.7% | +23.2% | +4.1% |
| 6M | +10.8% | -10.4% | +21.2% | +10.7% |
| YTD | +25.1% | -26.8% | +51.9% | +24.8% |
| 1Y | +28.0% | -27.9% | +55.8% | +27.6% |
| 3Y | +37.6% | -38.7% | +76.3% | +37.1% |
| All | +39.9% | -58.9% | +98.8% | +36.0% |
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 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