+109.7%
CME vs PINS
-14.1%
+123.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -1.6% | -12.0% | +10.5% | -0.7% |
| 30D | +6.2% | -12.7% | +18.9% | +7.3% |
| 3M | +10.4% | -5.5% | +15.9% | +10.6% |
| 6M | -9.5% | +5.3% | -14.8% | -10.4% |
| YTD | +6.0% | -21.2% | +27.2% | +7.2% |
| 1Y | +9.3% | -45.0% | +54.3% | +13.4% |
| 3Y | +57.7% | -26.2% | +83.9% | +54.6% |
| 5Y | +77.7% | -64.0% | +141.6% | +84.2% |
| All | +109.7% | -14.1% | +123.8% | +41.0% |
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