-21.9%
PINS vs CDW
+71.6%
-93.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | -2.2% |
| 7D | -6.2% | +9.3% | -15.5% | -11.1% |
| 30D | -10.9% | +15.8% | -26.7% | -18.5% |
| 3M | -19.5% | +21.8% | -41.3% | -29.5% |
| 6M | -10.4% | +58.8% | -69.2% | -34.2% |
| YTD | -26.4% | +22.8% | -49.2% | -38.7% |
| 1Y | -29.6% | +17.9% | -47.6% | -39.9% |
| 3Y | -39.0% | -17.4% | -21.6% | -38.6% |
| 5Y | -59.1% | -5.7% | -53.4% | -63.3% |
| All | -21.9% | +71.6% | -93.5% | -58.6% |
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