+31.5%
CVS vs PINS
-63.8%
+95.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -1.6% | -5.2% | +3.7% | -1.5% |
| 30D | +0.4% | -14.9% | +15.3% | +0.5% |
| 3M | -0.4% | -8.4% | +8.0% | -0.3% |
| 6M | +25.1% | +0.6% | +24.5% | +25.2% |
| YTD | +23.9% | -22.2% | +46.1% | +24.5% |
| 1Y | +41.1% | -46.9% | +88.0% | +42.3% |
| 3Y | +63.6% | -26.9% | +90.5% | +62.4% |
| 5Y | +31.5% | -63.0% | +94.5% | +27.7% |
| All | +31.5% | -63.8% | +95.4% | +27.7% |
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 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