-22.3%
PINS vs CLX
-16.5%
-5.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.2% |
| 7D | -2.1% | +13.6% | -15.7% | -3.7% |
| 30D | -6.6% | +23.4% | -30.0% | -9.3% |
| 3M | -18.7% | -2.8% | -15.9% | -18.5% |
| 6M | -10.4% | +14.0% | -24.4% | -11.8% |
| YTD | -26.8% | +4.2% | -30.9% | -27.9% |
| 1Y | -27.9% | -1.2% | -26.7% | -28.5% |
| 3Y | -38.7% | -12.7% | -26.0% | -39.2% |
| 5Y | -59.0% | -26.5% | -32.5% | -59.1% |
| All | -22.3% | -16.5% | -5.8% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling