-21.9%
PINS vs CAG
-28.5%
+6.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -6.2% | +4.6% | -10.7% | -6.5% |
| 30D | -10.9% | +14.7% | -25.6% | -11.9% |
| 3M | -19.5% | +2.4% | -21.9% | -19.7% |
| 6M | -10.4% | +10.7% | -21.1% | -11.2% |
| YTD | -26.4% | -5.5% | -20.9% | -26.5% |
| 1Y | -29.6% | -4.6% | -25.1% | -29.9% |
| 3Y | -39.0% | -34.4% | -4.6% | -37.7% |
| 5Y | -59.1% | -39.2% | -20.0% | -58.1% |
| All | -21.9% | -28.5% | +6.7% | -20.2% |
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