+13.2%
CVS vs PINS
-58.8%
+72.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.4% |
| 7D | -2.6% | -6.9% | +4.3% | -2.6% |
| 30D | +4.0% | -11.4% | +15.5% | +4.1% |
| 3M | -6.3% | -22.2% | +15.9% | -6.2% |
| 6M | -0.4% | -10.9% | +10.5% | -0.3% |
| YTD | +15.6% | -26.8% | +42.4% | +16.2% |
| 1Y | +18.3% | -29.8% | +48.2% | +19.0% |
| 3Y | +47.3% | -39.0% | +86.3% | +47.1% |
| 5Y | +13.2% | -58.7% | +71.9% | +7.0% |
| All | +13.2% | -58.8% | +72.0% | +7.0% |
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 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