-45.5%
PINS vs CAI
-6.6%
-38.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -3.8% |
| 7D | -2.1% | -26.5% | +24.4% | +1.9% |
| 30D | -6.6% | -6.9% | +0.3% | -5.9% |
| 3M | -18.7% | +26.1% | -44.9% | -22.1% |
| 6M | -10.4% | +31.9% | -42.3% | -15.5% |
| YTD | -26.8% | -6.5% | -20.3% | -28.6% |
| 1Y | -27.9% | +2.5% | -30.4% | -30.3% |
| All | -45.5% | -6.6% | -38.9% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling