+89.3%
CSCO vs PINS
-38.9%
+128.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.6% |
| 7D | -10.2% | -2.1% | -8.1% | -10.0% |
| 30D | -20.1% | -6.6% | -13.4% | -19.6% |
| 3M | -22.4% | -18.7% | -3.6% | -21.1% |
| 6M | +2.8% | -10.4% | +13.2% | +3.2% |
| YTD | +23.6% | -26.8% | +50.4% | +26.6% |
| 1Y | +34.0% | -27.9% | +61.9% | +37.5% |
| 3Y | +89.3% | -38.7% | +127.9% | +69.9% |
| All | +89.3% | -38.9% | +128.2% | +69.9% |
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