-60.1%
PINS vs CBOE
+202.6%
-262.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | 0.0% |
| 7D | +1.0% | +6.3% | -5.3% | +0.3% |
| 30D | -12.0% | +24.9% | -36.9% | -14.2% |
| 3M | -17.9% | +28.5% | -46.3% | -20.3% |
| 6M | -1.0% | +2.9% | -3.9% | -1.0% |
| YTD | -26.0% | +50.7% | -76.7% | -30.7% |
| 1Y | -28.5% | +45.5% | -73.9% | -32.5% |
| 3Y | -39.2% | +116.3% | -155.5% | -51.4% |
| All | -60.1% | +202.6% | -262.7% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling