-45.0%
PINS vs CBOE
+29.2%
-74.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -12.0% | -3.6% | -8.4% | -12.3% |
| 30D | -12.7% | +5.1% | -17.7% | -12.1% |
| 3M | -5.5% | +4.6% | -10.1% | -4.2% |
| 6M | +5.3% | -0.3% | +5.5% | +5.4% |
| YTD | -21.2% | +19.8% | -41.0% | -16.7% |
| 1Y | -45.0% | +28.4% | -73.4% | -40.6% |
| All | -45.0% | +29.2% | -74.2% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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