+107.4%
CME vs PINS
-15.2%
+122.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -2.9% | -5.2% | +2.4% | -2.5% |
| 30D | +5.5% | -14.9% | +20.5% | +6.7% |
| 3M | +11.0% | -8.4% | +19.4% | +11.4% |
| 6M | -9.7% | +0.6% | -10.3% | -10.2% |
| YTD | +4.9% | -22.2% | +27.1% | +6.1% |
| 1Y | +10.1% | -46.9% | +57.0% | +14.6% |
| 3Y | +53.5% | -26.9% | +80.4% | +50.7% |
| 5Y | +77.2% | -63.0% | +140.1% | +82.7% |
| All | +107.4% | -15.2% | +122.6% | +39.6% |
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