+61.6%
CRM vs PINS
-19.8%
+81.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | -4.4% | -6.6% | +2.2% | -2.8% |
| 30D | +28.1% | -16.8% | +45.0% | +34.0% |
| 3M | +48.8% | -11.4% | +60.2% | +52.6% |
| 6M | +28.3% | -1.7% | +30.0% | +27.7% |
| YTD | -6.0% | -26.4% | +20.4% | -0.1% |
| 1Y | +1.4% | -45.5% | +46.9% | +15.2% |
| 3Y | +11.8% | -31.7% | +43.6% | +14.5% |
| 5Y | -2.0% | -64.9% | +62.9% | +8.2% |
| All | +61.6% | -19.8% | +81.3% | +15.0% |
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