+64.8%
CVS vs PINS
-27.4%
+92.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.5% |
| 7D | +4.0% | -12.0% | +16.0% | +3.6% |
| 30D | -2.4% | -12.7% | +10.3% | -2.7% |
| 3M | +2.7% | -5.5% | +8.2% | +2.8% |
| 6M | +21.9% | +5.3% | +16.6% | +22.5% |
| YTD | +24.7% | -21.2% | +46.0% | +25.2% |
| 1Y | +35.4% | -45.0% | +80.5% | +34.3% |
| All | +64.8% | -27.4% | +92.1% | +62.2% |
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