-39.0%
PINS vs CBOE
+113.1%
-152.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -0.2% |
| 7D | -6.9% | +6.0% | -12.9% | -6.3% |
| 30D | -11.4% | +19.9% | -31.4% | -9.4% |
| 3M | -22.2% | +28.4% | -50.6% | -19.8% |
| 6M | -10.9% | +5.2% | -16.1% | -11.2% |
| YTD | -26.8% | +46.4% | -73.2% | -20.3% |
| 1Y | -29.8% | +41.8% | -71.7% | -24.3% |
| 3Y | -39.0% | +114.4% | -153.5% | -28.5% |
| All | -39.0% | +113.1% | -152.1% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling