-21.9%
PINS vs CAPR
+93.1%
-115.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -8.9% | +0.3% |
| 7D | -6.2% | +36.0% | -42.2% | -7.0% |
| 30D | -10.9% | +25.8% | -36.7% | -11.6% |
| 3M | -19.5% | +140.8% | -160.3% | -22.2% |
| 6M | -10.4% | -67.6% | +57.2% | -9.7% |
| YTD | -26.4% | -65.9% | +39.5% | -26.1% |
| 1Y | -29.6% | +66.1% | -95.7% | -37.8% |
| 3Y | -39.0% | +256.9% | -295.9% | -52.1% |
| 5Y | -59.1% | +172.1% | -231.2% | -68.3% |
| All | -21.9% | +93.1% | -115.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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