-21.6%
PINS vs CDW
+80.2%
-101.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.4% | +9.1% | -12.5% | -8.1% |
| 30D | -14.5% | +13.7% | -28.2% | -21.0% |
| 3M | -16.5% | +27.0% | -43.5% | -28.6% |
| 6M | -7.0% | +75.9% | -82.9% | -35.7% |
| YTD | -26.1% | +28.9% | -55.0% | -40.2% |
| 1Y | -30.0% | +19.6% | -49.6% | -40.5% |
| 3Y | -38.5% | -14.6% | -23.8% | -39.0% |
| 5Y | -58.4% | -3.2% | -55.2% | -63.2% |
| All | -21.6% | +80.2% | -101.8% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling