-41.4%
CLF vs PINS
-57.9%
+16.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +16.0% | -3.4% | +19.4% | +16.9% |
| 30D | +1.6% | -14.5% | +16.2% | +5.4% |
| 3M | +6.7% | -16.5% | +23.2% | +10.7% |
| 6M | +21.1% | -7.0% | +28.1% | +20.9% |
| YTD | -1.6% | -26.1% | +24.6% | +2.9% |
| 1Y | +18.5% | -30.0% | +48.5% | +25.7% |
| 3Y | -21.0% | -38.5% | +17.4% | -16.6% |
| 5Y | -41.4% | -58.4% | +17.0% | -39.5% |
| All | -41.4% | -57.9% | +16.5% | -39.5% |
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