-59.3%
PINS vs CAG
-39.4%
-19.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -4.2% |
| 7D | -2.1% | +5.8% | -7.9% | -1.9% |
| 30D | -6.6% | +16.4% | -23.0% | -6.1% |
| 3M | -18.7% | +3.8% | -22.5% | -18.5% |
| 6M | -10.4% | +10.8% | -21.2% | -10.0% |
| YTD | -26.8% | -5.8% | -20.9% | -27.4% |
| 1Y | -27.9% | -2.4% | -25.5% | -28.3% |
| 3Y | -38.7% | -33.4% | -5.2% | -40.6% |
| All | -59.3% | -39.4% | -19.8% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling