-21.2%
PINS vs CAG
-30.7%
+9.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.8% | +1.7% |
| 7D | -9.4% | -1.8% | -7.6% | -9.3% |
| 30D | -10.2% | +9.7% | -19.9% | -10.9% |
| 3M | -19.0% | +0.5% | -19.5% | -19.1% |
| 6M | -7.4% | +8.9% | -16.3% | -8.1% |
| YTD | -25.7% | -8.4% | -17.4% | -25.7% |
| 1Y | -29.7% | -8.3% | -21.4% | -29.7% |
| 3Y | -38.1% | -36.1% | -2.0% | -36.6% |
| 5Y | -57.3% | -40.1% | -17.1% | -56.2% |
| All | -21.2% | -30.7% | +9.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling