-35.5%
PINS vs CAI
+12.6%
-48.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.0% |
| 7D | +1.4% | -6.3% | +7.7% | +2.4% |
| 30D | +5.8% | +9.3% | -3.5% | +3.9% |
| 3M | -17.0% | +106.3% | -123.4% | -28.2% |
| 6M | +1.8% | +77.7% | -76.0% | -10.3% |
| YTD | -18.0% | +23.1% | -41.2% | -22.0% |
| 1Y | -35.5% | +6.5% | -42.1% | -35.7% |
| All | -35.5% | +12.6% | -48.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling