-23.0%
PINS vs CGNX
+18.1%
-41.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | -9.9% | +1.5% | -11.4% | -10.5% |
| 30D | -20.9% | -1.8% | -19.1% | -20.7% |
| 3M | -13.7% | +5.3% | -19.0% | -17.4% |
| 6M | -3.0% | +22.3% | -25.3% | -14.3% |
| YTD | -27.5% | +72.2% | -99.6% | -48.4% |
| 1Y | -46.8% | +39.8% | -86.6% | -58.6% |
| 3Y | -31.8% | +44.8% | -76.7% | -52.4% |
| 5Y | -65.4% | -27.0% | -38.3% | -65.6% |
| All | -23.0% | +18.1% | -41.2% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling