-30.0%
PINS vs CAI
-5.1%
-24.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -3.4% | -8.0% | +4.6% | -2.1% |
| 30D | -14.5% | -18.9% | +4.3% | -12.0% |
| 3M | -16.5% | +7.6% | -24.1% | -18.5% |
| 6M | -7.0% | +43.0% | -50.0% | -14.0% |
| YTD | -26.1% | -11.2% | -15.0% | -26.6% |
| 1Y | -30.0% | -3.3% | -26.7% | -31.8% |
| All | -30.0% | -5.1% | -24.9% | -31.8% |
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