-63.4%
PINS vs CFG
+101.4%
-164.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -12.0% | +1.5% | -13.6% | -12.7% |
| 30D | -12.7% | -3.8% | -8.8% | -11.1% |
| 3M | -5.5% | +11.5% | -17.0% | -11.0% |
| 6M | +5.3% | +19.2% | -13.9% | -4.6% |
| YTD | -21.2% | +23.7% | -44.9% | -30.5% |
| 1Y | -45.0% | +38.8% | -83.9% | -54.5% |
| 3Y | -26.2% | +178.9% | -205.1% | -59.1% |
| All | -63.4% | +101.4% | -164.8% | -75.9% |
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