+11.8%
CRM vs PINS
-30.9%
+42.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | -4.4% | -6.6% | +2.2% | -3.0% |
| 30D | +28.1% | -16.8% | +45.0% | +33.5% |
| 3M | +48.8% | -11.4% | +60.2% | +52.1% |
| 6M | +28.3% | -1.7% | +30.0% | +27.8% |
| YTD | -6.0% | -26.4% | +20.4% | -0.9% |
| 1Y | +1.4% | -45.5% | +46.9% | +13.3% |
| 3Y | +11.8% | -31.7% | +43.6% | +16.7% |
| All | +11.8% | -30.9% | +42.7% | +16.7% |
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