+46.5%
CLF vs PINS
-19.0%
+65.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | +2.3% | -9.4% | +11.7% | +4.9% |
| 30D | +1.9% | -10.2% | +12.2% | +4.3% |
| 3M | +5.9% | -19.0% | +24.9% | +10.6% |
| 6M | +16.9% | -7.4% | +24.3% | +16.9% |
| YTD | -1.1% | -25.7% | +24.7% | +3.1% |
| 1Y | +28.8% | -29.7% | +58.5% | +36.1% |
| 3Y | -20.6% | -38.1% | +17.5% | -16.3% |
| 5Y | -41.5% | -57.3% | +15.8% | -37.7% |
| All | +46.5% | -19.0% | +65.5% | -1.2% |
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 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