-22.3%
PINS vs CBOE
+297.1%
-319.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -1.6% |
| 7D | -6.9% | +6.0% | -12.9% | -8.5% |
| 30D | -11.4% | +19.9% | -31.4% | -16.3% |
| 3M | -22.2% | +28.4% | -50.6% | -28.1% |
| 6M | -10.9% | +5.2% | -16.1% | -13.2% |
| YTD | -26.8% | +46.4% | -73.2% | -36.9% |
| 1Y | -29.8% | +41.8% | -71.7% | -38.9% |
| 3Y | -39.0% | +114.4% | -153.5% | -57.4% |
| 5Y | -58.7% | +202.9% | -261.6% | -76.5% |
| All | -22.3% | +297.1% | -319.4% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling