-59.1%
PINS vs CI
+49.2%
-108.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -6.2% | +0.1% | -6.3% | -6.1% |
| 30D | -10.9% | +4.7% | -15.6% | -11.4% |
| 3M | -19.5% | +5.2% | -24.7% | -20.0% |
| 6M | -10.4% | +3.8% | -14.2% | -11.0% |
| YTD | -26.4% | +9.2% | -35.6% | -27.6% |
| 1Y | -29.6% | +14.3% | -43.9% | -31.4% |
| 3Y | -39.0% | +8.4% | -47.5% | -42.4% |
| 5Y | -59.1% | +50.0% | -109.2% | -68.4% |
| All | -59.1% | +49.2% | -108.3% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling