-16.4%
PINS vs CBOE
+224.8%
-241.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | -12.0% | -3.6% | -8.4% | -11.1% |
| 30D | -12.7% | +5.1% | -17.7% | -14.1% |
| 3M | -5.5% | +4.6% | -10.1% | -7.5% |
| 6M | +5.3% | -0.3% | +5.5% | +3.3% |
| YTD | -21.2% | +19.8% | -41.0% | -27.7% |
| 1Y | -45.0% | +28.4% | -73.4% | -51.1% |
| 3Y | -26.2% | +104.1% | -130.3% | -49.6% |
| 5Y | -64.0% | +150.9% | -214.9% | -78.4% |
| All | -16.4% | +224.8% | -241.1% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling