+39.3%
CLF vs PINS
-14.1%
+53.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +3.9% | +2.3% |
| 7D | +7.6% | -12.0% | +19.6% | +10.9% |
| 30D | -1.2% | -12.7% | +11.5% | +1.9% |
| 3M | -13.4% | -5.5% | -7.9% | -13.1% |
| 6M | +15.4% | +5.3% | +10.2% | +12.1% |
| YTD | -5.9% | -21.2% | +15.3% | -2.8% |
| 1Y | +18.8% | -45.0% | +63.9% | +33.3% |
| 3Y | -19.4% | -26.2% | +6.8% | -18.5% |
| 5Y | -47.7% | -64.0% | +16.2% | -42.3% |
| All | +39.3% | -14.1% | +53.4% | -6.8% |
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