-18.0%
CMG vs PINS
-38.3%
+20.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +2.5% | +1.0% | +1.5% | +2.4% |
| 30D | +15.6% | -12.0% | +27.6% | +17.2% |
| 3M | +8.2% | -17.9% | +26.1% | +10.4% |
| 6M | +9.9% | -1.0% | +10.9% | +8.6% |
| YTD | -4.6% | -26.0% | +21.4% | -2.5% |
| 1Y | +12.4% | -28.5% | +40.9% | +15.4% |
| 3Y | -18.0% | -39.2% | +21.2% | -18.1% |
| All | -18.0% | -38.3% | +20.3% | -18.1% |
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