-16.4%
PINS vs CDW
+58.9%
-75.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.6% |
| 7D | -12.0% | +3.2% | -15.2% | -13.8% |
| 30D | -12.7% | +9.3% | -22.0% | -17.8% |
| 3M | -5.5% | +9.8% | -15.3% | -12.0% |
| 6M | +5.3% | +23.3% | -18.1% | -11.2% |
| YTD | -21.2% | +13.7% | -34.9% | -30.7% |
| 1Y | -45.0% | -6.5% | -38.6% | -45.7% |
| 3Y | -26.2% | -25.2% | -1.0% | -20.1% |
| 5Y | -64.0% | -19.5% | -44.5% | -63.9% |
| All | -16.4% | +58.9% | -75.3% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling