-27.7%
PINS vs CART
+38.4%
-66.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | -2.1% | +3.0% | -5.0% | -2.6% |
| 30D | -6.6% | +28.6% | -35.2% | -11.3% |
| 3M | -18.7% | +29.1% | -47.8% | -22.9% |
| 6M | -10.4% | +44.7% | -55.1% | -16.8% |
| YTD | -26.8% | +29.2% | -56.0% | -30.6% |
| 1Y | -27.9% | +66.2% | -94.0% | -34.6% |
| 3Y | -38.7% | +112.8% | -151.5% | -44.9% |
| All | -27.7% | +38.4% | -66.0% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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