-63.4%
PINS vs CI
+42.7%
-106.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -12.0% | +1.3% | -13.3% | -12.2% |
| 30D | -12.7% | +4.4% | -17.1% | -13.2% |
| 3M | -5.5% | +0.7% | -6.2% | -5.7% |
| 6M | +5.3% | +0.3% | +4.9% | +4.8% |
| YTD | -21.2% | +3.8% | -25.0% | -22.2% |
| 1Y | -45.0% | -5.5% | -39.5% | -45.1% |
| 3Y | -26.2% | +8.1% | -34.3% | -32.1% |
| All | -63.4% | +42.7% | -106.1% | -74.3% |
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