-16.4%
PINS vs CI
+114.0%
-130.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.8% |
| 7D | -12.0% | +1.3% | -13.3% | -12.4% |
| 30D | -12.7% | +4.4% | -17.1% | -13.8% |
| 3M | -5.5% | +0.7% | -6.2% | -6.0% |
| 6M | +5.3% | +0.3% | +4.9% | +4.3% |
| YTD | -21.2% | +3.8% | -25.0% | -23.1% |
| 1Y | -45.0% | -5.5% | -39.5% | -45.2% |
| 3Y | -26.2% | +8.1% | -34.3% | -33.4% |
| 5Y | -64.0% | +42.8% | -106.8% | -72.0% |
| All | -16.4% | +114.0% | -130.4% | -48.3% |
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 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