-35.3%
CLS vs PINS
-30.0%
-5.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.3% | +7.8% |
| 7D | -10.6% | -6.2% | -4.4% | -10.2% |
| 30D | -38.4% | -10.9% | -27.5% | -38.0% |
| 3M | -29.9% | -19.5% | -10.4% | -29.1% |
| 6M | -40.6% | -10.4% | -30.3% | -39.6% |
| YTD | -24.6% | -26.4% | +1.8% | -20.3% |
| All | -35.3% | -30.0% | -5.3% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling