-29.4%
PINS vs CART
+51.1%
-80.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -6.2% | +1.5% | -7.7% | -6.5% |
| 30D | -10.9% | +22.4% | -33.3% | -16.0% |
| 3M | -19.5% | +16.5% | -36.0% | -23.3% |
| 6M | -10.4% | +44.9% | -55.3% | -18.8% |
| YTD | -26.4% | +30.0% | -56.3% | -28.7% |
| All | -29.4% | +51.1% | -80.5% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling