-22.3%
PINS vs CDW
+76.6%
-98.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -2.2% |
| 7D | -6.9% | +13.1% | -20.0% | -13.5% |
| 30D | -11.4% | +19.1% | -30.6% | -20.3% |
| 3M | -22.2% | +24.7% | -47.0% | -32.8% |
| 6M | -10.9% | +63.4% | -74.3% | -35.7% |
| YTD | -26.8% | +26.3% | -53.1% | -40.0% |
| 1Y | -29.8% | +20.6% | -50.4% | -40.8% |
| 3Y | -39.0% | -16.3% | -22.7% | -38.9% |
| 5Y | -58.7% | -3.9% | -54.8% | -63.3% |
| All | -22.3% | +76.6% | -98.9% | -59.5% |
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