+158.1%
CMG vs PINS
-20.9%
+179.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.5% | -0.3% |
| 7D | -3.8% | -9.9% | +6.1% | -1.8% |
| 30D | +12.9% | -20.9% | +33.8% | +18.3% |
| 3M | +18.8% | -13.7% | +32.5% | +21.4% |
| 6M | +4.1% | -3.0% | +7.1% | +3.3% |
| YTD | -2.4% | -27.5% | +25.1% | +2.2% |
| 1Y | -6.7% | -46.8% | +40.1% | +3.5% |
| 3Y | -7.1% | -31.8% | +24.7% | -7.1% |
| 5Y | -5.0% | -65.4% | +60.4% | +2.1% |
| All | +158.1% | -20.9% | +179.0% | +82.3% |
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 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