-46.9%
PINS vs CAI
-28.5%
-18.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -14.9% | +9.1% | -24.1% | -16.4% |
| 3M | -8.4% | +53.8% | -62.2% | -15.7% |
| 6M | +0.6% | +33.5% | -32.9% | -5.9% |
| YTD | -22.2% | -8.0% | -14.2% | -22.4% |
| 1Y | -46.9% | -28.7% | -18.2% | -44.1% |
| All | -46.9% | -28.5% | -18.4% | -44.1% |
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