-17.5%
PINS vs CAG
-29.5%
+12.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -5.2% | -5.3% | +0.1% | -4.8% |
| 30D | -14.9% | +1.0% | -15.9% | -15.0% |
| 3M | -8.4% | +17.4% | -25.8% | -9.5% |
| 6M | +0.6% | -16.8% | +17.5% | +1.8% |
| YTD | -22.2% | -6.8% | -15.4% | -22.2% |
| 1Y | -46.9% | -15.4% | -31.6% | -46.5% |
| 3Y | -26.9% | -37.1% | +10.2% | -24.8% |
| 5Y | -63.0% | -41.3% | -21.7% | -61.8% |
| All | -17.5% | -29.5% | +12.0% | -15.6% |
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