-60.1%
PINS vs CAG
-41.0%
-19.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | +0.2% |
| 7D | +1.0% | -3.3% | +4.3% | +0.9% |
| 30D | -12.0% | +7.7% | -19.7% | -11.7% |
| 3M | -17.9% | -3.2% | -14.7% | -17.9% |
| 6M | -1.0% | +7.0% | -8.0% | -0.7% |
| YTD | -26.0% | -9.0% | -17.1% | -26.7% |
| 1Y | -28.5% | -9.6% | -18.9% | -29.1% |
| 3Y | -39.2% | -36.0% | -3.2% | -41.2% |
| All | -60.1% | -41.0% | -19.1% | -61.2% |
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 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