-27.9%
PINS vs CI
+15.7%
-43.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -4.2% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | -6.6% | +5.4% | -12.1% | -6.0% |
| 3M | -18.7% | +7.3% | -26.0% | -17.9% |
| 6M | -10.4% | +5.3% | -15.7% | -9.7% |
| YTD | -26.8% | +8.5% | -35.2% | -26.4% |
| 1Y | -27.9% | +17.1% | -45.0% | -28.7% |
| All | -27.9% | +15.7% | -43.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling