-17.5%
PINS vs CF
+270.8%
-288.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | -14.9% | +18.1% | -33.0% | -18.7% |
| 3M | -8.4% | +23.4% | -31.8% | -13.9% |
| 6M | +0.6% | +17.1% | -16.4% | -6.0% |
| YTD | -22.2% | +76.2% | -98.4% | -36.0% |
| 1Y | -46.9% | +62.3% | -109.2% | -55.5% |
| 3Y | -26.9% | +71.8% | -98.7% | -41.7% |
| 5Y | -63.0% | +234.6% | -297.5% | -79.6% |
| All | -17.5% | +270.8% | -288.3% | -63.5% |
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