-27.9%
PINS vs CF
+46.5%
-74.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.1% |
| 7D | -2.1% | -3.2% | +1.1% | -2.1% |
| 30D | -6.6% | +4.3% | -11.0% | -5.9% |
| 3M | -18.7% | +2.8% | -21.5% | -18.6% |
| 6M | -10.4% | +0.6% | -11.0% | -9.9% |
| YTD | -26.8% | +56.6% | -83.4% | -28.8% |
| 1Y | -27.9% | +49.6% | -77.5% | -27.4% |
| All | -27.9% | +46.5% | -74.4% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling