-26.9%
PINS vs CBOE
+95.4%
-122.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.5% |
| 7D | -5.2% | -4.6% | -0.6% | -5.9% |
| 30D | -14.9% | +2.6% | -17.6% | -14.5% |
| 3M | -8.4% | +4.9% | -13.3% | -7.0% |
| 6M | +0.6% | -2.2% | +2.8% | +1.1% |
| YTD | -22.2% | +17.7% | -39.9% | -18.0% |
| 1Y | -46.9% | +26.1% | -73.0% | -43.0% |
| 3Y | -26.9% | +97.1% | -124.0% | -27.1% |
| All | -26.9% | +95.4% | -122.3% | -27.1% |
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