-17.5%
PINS vs CLX
-24.6%
+7.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -5.2% | -3.5% | -1.7% | -4.8% |
| 30D | -14.9% | -11.9% | -3.1% | -13.6% |
| 3M | -8.4% | -2.6% | -5.8% | -8.0% |
| 6M | +0.6% | -18.2% | +18.8% | +2.9% |
| YTD | -22.2% | -5.9% | -16.3% | -22.3% |
| 1Y | -46.9% | -23.8% | -23.1% | -45.5% |
| 3Y | -26.9% | -33.6% | +6.7% | -24.2% |
| 5Y | -63.0% | -35.7% | -27.3% | -62.2% |
| All | -17.5% | -24.6% | +7.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling