+69.9%
CL vs PINS
-16.7%
+86.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.7% | +0.2% |
| 7D | +5.9% | -0.7% | +6.6% | +5.9% |
| 30D | +13.8% | -1.2% | +15.0% | +13.8% |
| 3M | +6.4% | -15.3% | +21.7% | +6.9% |
| 6M | +15.6% | -11.2% | +26.8% | +15.9% |
| YTD | +27.9% | -23.6% | +51.5% | +28.6% |
| 1Y | +31.4% | -23.1% | +54.5% | +32.1% |
| 3Y | +41.4% | -36.0% | +77.4% | +41.4% |
| 5Y | +42.8% | -57.2% | +100.0% | +44.8% |
| All | +69.9% | -16.7% | +86.5% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling