-18.9%
PINS vs CI
+129.7%
-148.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.5% | -6.4% |
| 7D | -0.7% | +1.0% | -1.7% | -0.9% |
| 30D | -1.2% | +9.9% | -11.1% | -3.9% |
| 3M | -15.3% | +12.1% | -27.4% | -18.1% |
| 6M | -11.2% | +10.6% | -21.8% | -14.2% |
| YTD | -23.6% | +11.4% | -35.0% | -27.0% |
| 1Y | -23.1% | +18.8% | -41.9% | -28.2% |
| 3Y | -36.0% | +2.9% | -38.9% | -40.4% |
| 5Y | -57.2% | +54.5% | -111.7% | -67.6% |
| All | -18.9% | +129.7% | -148.6% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling