-22.3%
PINS vs CAPR
+73.9%
-96.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.9% | +9.4% | -0.3% |
| 7D | -6.9% | +7.6% | -14.6% | -7.1% |
| 30D | -11.4% | +13.3% | -24.7% | -11.9% |
| 3M | -22.2% | +130.4% | -152.6% | -24.7% |
| 6M | -10.9% | -70.8% | +59.9% | -9.9% |
| YTD | -26.8% | -69.3% | +42.5% | -26.3% |
| 1Y | -29.8% | +59.5% | -89.4% | -38.0% |
| 3Y | -39.0% | +216.8% | -255.8% | -51.9% |
| 5Y | -58.7% | +152.7% | -211.4% | -67.9% |
| All | -22.3% | +73.9% | -96.3% | -31.0% |
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