-22.3%
PINS vs CF
+229.6%
-251.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | -2.1% | -3.2% | +1.1% | -1.6% |
| 30D | -6.6% | +4.3% | -11.0% | -8.0% |
| 3M | -18.7% | +2.8% | -21.5% | -20.2% |
| 6M | -10.4% | +0.6% | -11.0% | -12.2% |
| YTD | -26.8% | +56.6% | -83.4% | -38.4% |
| 1Y | -27.9% | +49.6% | -77.5% | -38.6% |
| 3Y | -38.7% | +61.5% | -100.2% | -50.9% |
| 5Y | -59.0% | +124.0% | -182.9% | -73.7% |
| All | -22.3% | +229.6% | -251.9% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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