-22.3%
PINS vs CFG
+149.3%
-171.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | -2.1% | -0.9% | -1.2% | -1.6% |
| 30D | -6.6% | +1.1% | -7.7% | -7.0% |
| 3M | -18.7% | -12.0% | -6.7% | -14.2% |
| 6M | -10.4% | -2.2% | -8.2% | -10.0% |
| YTD | -26.8% | +11.4% | -38.2% | -31.0% |
| 1Y | -27.9% | +27.8% | -55.7% | -36.0% |
| 3Y | -38.7% | +173.3% | -212.0% | -61.4% |
| 5Y | -59.0% | +62.4% | -121.4% | -68.6% |
| All | -22.3% | +149.3% | -171.6% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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