-49.9%
PINS vs CBOE
+26.0%
-76.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.5% | -8.7% | -9.3% |
| 7D | -13.9% | -0.8% | -13.1% | -13.9% |
| 30D | -25.0% | +2.7% | -27.7% | -24.7% |
| 3M | -16.6% | +0.7% | -17.3% | -15.7% |
| 6M | -7.0% | -2.0% | -5.0% | -6.9% |
| YTD | -29.4% | +17.1% | -46.5% | -25.3% |
| 1Y | -49.9% | +26.5% | -76.4% | -45.3% |
| All | -49.9% | +26.0% | -76.0% | -45.3% |
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