-5.2%
CMG vs PINS
-67.1%
+61.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.2% | +6.7% | -0.7% |
| 7D | -6.5% | -13.9% | +7.4% | -3.8% |
| 30D | +12.1% | -25.0% | +37.1% | +18.4% |
| 3M | +20.6% | -16.6% | +37.2% | +23.9% |
| 6M | +2.1% | -7.0% | +9.1% | +2.1% |
| YTD | -2.6% | -29.4% | +26.8% | +2.3% |
| 1Y | -8.7% | -49.9% | +41.2% | +2.2% |
| 3Y | -7.4% | -33.6% | +26.3% | -7.6% |
| All | -5.2% | -67.1% | +61.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling