-31.7%
PINS vs CGNX
+49.8%
-81.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.7% |
| 7D | -6.6% | +3.2% | -9.8% | -7.1% |
| 30D | -16.8% | +6.0% | -22.8% | -17.9% |
| 3M | -11.4% | +3.5% | -14.9% | -12.7% |
| 6M | -1.7% | +26.3% | -28.0% | -7.7% |
| YTD | -26.4% | +79.2% | -105.7% | -38.6% |
| 1Y | -45.5% | +43.8% | -89.3% | -51.6% |
| 3Y | -31.7% | +52.0% | -83.7% | -50.3% |
| All | -31.7% | +49.8% | -81.5% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling