+66.4%
CME vs PINS
-38.3%
+104.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.9% | +1.0% | +2.9% | +4.0% |
| 30D | +11.3% | -12.0% | +23.3% | +10.7% |
| 3M | +19.6% | -17.9% | +37.4% | +18.3% |
| 6M | +8.1% | -1.0% | +9.1% | +8.4% |
| YTD | +20.4% | -26.0% | +46.4% | +19.2% |
| 1Y | +16.5% | -28.5% | +45.0% | +15.1% |
| 3Y | +66.4% | -39.2% | +105.6% | +64.3% |
| All | +66.4% | -38.3% | +104.7% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling