-21.9%
PINS vs CASY
+442.3%
-464.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | -6.2% | +3.6% | -9.7% | -7.1% |
| 30D | -10.9% | +7.2% | -18.1% | -12.9% |
| 3M | -19.5% | -16.9% | -2.6% | -15.6% |
| 6M | -10.4% | -19.3% | +8.9% | -6.3% |
| YTD | -26.4% | +25.6% | -52.0% | -34.0% |
| 1Y | -29.6% | +30.2% | -59.8% | -37.9% |
| 3Y | -39.0% | +154.9% | -193.9% | -59.0% |
| 5Y | -59.1% | +252.1% | -311.3% | -76.3% |
| All | -21.9% | +442.3% | -464.2% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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