-59.3%
PINS vs CF
+120.6%
-179.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.2% |
| 7D | -2.1% | -3.2% | +1.1% | -1.8% |
| 30D | -6.6% | +4.3% | -11.0% | -7.1% |
| 3M | -18.7% | +2.8% | -21.5% | -19.4% |
| 6M | -10.4% | +0.6% | -11.0% | -11.1% |
| YTD | -26.8% | +56.6% | -83.4% | -32.8% |
| 1Y | -27.9% | +49.6% | -77.5% | -33.3% |
| 3Y | -38.7% | +61.5% | -100.2% | -45.1% |
| All | -59.3% | +120.6% | -179.9% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling