-24.5%
PINS vs CART
+37.6%
-62.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -6.3% |
| 7D | -0.7% | +1.2% | -1.8% | -0.8% |
| 30D | -1.2% | +27.1% | -28.3% | -6.0% |
| 3M | -15.3% | +27.4% | -42.7% | -19.4% |
| 6M | -11.2% | +32.1% | -43.3% | -16.2% |
| YTD | -23.6% | +28.5% | -52.0% | -27.5% |
| 1Y | -23.1% | +58.8% | -82.0% | -29.8% |
| 3Y | -36.0% | +114.8% | -150.8% | -42.4% |
| All | -24.5% | +37.6% | -62.1% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling