-21.5%
PINS vs CDW
+79.0%
-100.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.5% |
| 7D | +1.0% | +9.3% | -8.3% | -4.1% |
| 30D | -12.0% | +14.4% | -26.4% | -18.9% |
| 3M | -17.9% | +21.4% | -39.3% | -27.9% |
| 6M | -1.0% | +72.8% | -73.8% | -30.8% |
| YTD | -26.0% | +28.0% | -54.1% | -39.9% |
| 1Y | -28.5% | +19.3% | -47.8% | -39.2% |
| 3Y | -39.2% | -15.3% | -23.9% | -39.5% |
| 5Y | -58.3% | -3.8% | -54.5% | -63.0% |
| All | -21.5% | +79.0% | -100.5% | -59.4% |
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