-16.4%
PINS vs CLX
-23.4%
+7.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -12.0% | -9.2% | -2.8% | -10.9% |
| 30D | -12.7% | -11.0% | -1.6% | -11.4% |
| 3M | -5.5% | +5.0% | -10.6% | -5.8% |
| 6M | +5.3% | -18.8% | +24.1% | +7.7% |
| YTD | -21.2% | -4.4% | -16.8% | -21.4% |
| 1Y | -45.0% | -21.9% | -23.2% | -43.7% |
| 3Y | -26.2% | -32.8% | +6.5% | -23.6% |
| 5Y | -64.0% | -34.6% | -29.4% | -63.3% |
| All | -16.4% | -23.4% | +7.0% | -14.8% |
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