-10.7%
CMG vs PINS
-45.1%
+34.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.5% |
| 7D | -2.8% | -12.0% | +9.2% | -1.9% |
| 30D | +7.1% | -12.7% | +19.8% | +8.1% |
| 3M | +31.2% | -5.5% | +36.7% | +30.6% |
| 6M | +0.7% | +5.3% | -4.6% | -1.0% |
| YTD | -0.1% | -21.2% | +21.1% | 0.0% |
| 1Y | -10.7% | -45.0% | +34.3% | -9.2% |
| All | -10.7% | -45.1% | +34.3% | -9.2% |
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