-59.1%
PINS vs CFG
+68.3%
-127.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.9% |
| 7D | -6.2% | +0.3% | -6.4% | -6.2% |
| 30D | -10.9% | +3.2% | -14.2% | -12.2% |
| 3M | -19.5% | -9.7% | -9.8% | -15.5% |
| 6M | -10.4% | +3.6% | -14.0% | -12.6% |
| YTD | -26.4% | +14.7% | -41.1% | -32.4% |
| 1Y | -29.6% | +29.6% | -59.2% | -39.4% |
| 3Y | -39.0% | +190.6% | -229.6% | -66.6% |
| 5Y | -59.1% | +67.1% | -126.2% | -70.1% |
| All | -59.1% | +68.3% | -127.5% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling