-27.9%
PINS vs CART
+60.1%
-87.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | -2.1% | +3.0% | -5.0% | -2.7% |
| 30D | -6.6% | +28.6% | -35.2% | -13.3% |
| 3M | -18.7% | +29.1% | -47.8% | -24.5% |
| 6M | -10.4% | +44.7% | -55.1% | -18.9% |
| YTD | -26.8% | +29.2% | -56.0% | -28.9% |
| 1Y | -27.9% | +66.2% | -94.0% | -38.3% |
| All | -27.9% | +60.1% | -87.9% | -38.3% |
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