-21.5%
PINS vs CFG
+157.3%
-178.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | -0.1% |
| 7D | +1.0% | +3.2% | -2.2% | -0.4% |
| 30D | -12.0% | +5.1% | -17.1% | -13.7% |
| 3M | -17.9% | -11.2% | -6.6% | -13.6% |
| 6M | -1.0% | +9.6% | -10.6% | -5.4% |
| YTD | -26.0% | +15.0% | -41.0% | -31.2% |
| 1Y | -28.5% | +29.9% | -58.3% | -36.9% |
| 3Y | -39.2% | +192.1% | -231.3% | -62.8% |
| 5Y | -58.3% | +62.3% | -120.6% | -68.2% |
| All | -21.5% | +157.3% | -178.8% | -57.2% |
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