-42.1%
PINS vs CAI
-8.1%
-34.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | -14.9% | +9.1% | -24.1% | -16.1% |
| 3M | -8.4% | +53.8% | -62.2% | -14.4% |
| 6M | +0.6% | +33.5% | -32.9% | -4.7% |
| YTD | -22.2% | -8.0% | -14.2% | -23.4% |
| 1Y | -46.9% | -28.7% | -18.2% | -46.9% |
| All | -42.1% | -8.1% | -34.0% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling