-4.1%
CMG vs PINS
-58.8%
+54.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +2.5% | +1.0% | +1.5% | +2.3% |
| 30D | +15.6% | -12.0% | +27.6% | +18.2% |
| 3M | +8.2% | -17.9% | +26.1% | +11.9% |
| 6M | +9.9% | -1.0% | +10.9% | +8.3% |
| YTD | -4.6% | -26.0% | +21.4% | -1.1% |
| 1Y | +12.4% | -28.5% | +40.9% | +17.3% |
| 3Y | -18.0% | -39.2% | +21.2% | -16.1% |
| All | -4.1% | -58.8% | +54.7% | +3.1% |
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