-13.0%
PINS vs CF
+208.3%
-221.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +5.3% |
| 7D | +1.4% | -6.9% | +8.3% | +3.0% |
| 30D | +5.8% | -3.7% | +9.5% | +6.5% |
| 3M | -17.0% | -5.0% | -12.1% | -16.8% |
| 6M | +1.8% | -10.5% | +12.2% | +2.9% |
| YTD | -18.0% | +46.5% | -64.6% | -29.9% |
| 1Y | -35.5% | +34.8% | -70.3% | -43.6% |
| 3Y | -31.4% | +46.7% | -78.1% | -43.5% |
| 5Y | -51.4% | +112.0% | -163.4% | -68.4% |
| All | -13.0% | +208.3% | -221.3% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling