-63.4%
PINS vs CLX
-34.6%
-28.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -12.0% | -9.2% | -2.8% | -11.9% |
| 30D | -12.7% | -11.0% | -1.6% | -12.5% |
| 3M | -5.5% | +5.0% | -10.6% | -5.1% |
| 6M | +5.3% | -18.8% | +24.1% | +5.0% |
| YTD | -21.2% | -4.4% | -16.8% | -21.6% |
| 1Y | -45.0% | -21.9% | -23.2% | -45.3% |
| 3Y | -26.2% | -32.8% | +6.5% | -26.9% |
| All | -63.4% | -34.6% | -28.8% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling