-25.1%
PINS vs CBOE
+217.7%
-242.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.5% | -8.7% | -9.1% |
| 7D | -13.9% | -0.8% | -13.1% | -13.7% |
| 30D | -25.0% | +2.7% | -27.7% | -25.7% |
| 3M | -16.6% | +0.7% | -17.3% | -17.4% |
| 6M | -7.0% | -2.0% | -5.0% | -8.2% |
| YTD | -29.4% | +17.1% | -46.5% | -34.8% |
| 1Y | -49.9% | +26.5% | -76.4% | -55.3% |
| 3Y | -33.6% | +96.1% | -129.8% | -53.9% |
| 5Y | -66.8% | +149.3% | -216.1% | -80.1% |
| All | -25.1% | +217.7% | -242.8% | -63.8% |
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