-26.9%
PINS vs CMI
+156.7%
-183.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -5.2% | +1.9% | -7.1% | -5.7% |
| 30D | -14.9% | -12.5% | -2.4% | -12.2% |
| 3M | -8.4% | -16.2% | +7.8% | -5.5% |
| 6M | +0.6% | +4.9% | -4.2% | -6.4% |
| YTD | -22.2% | +11.1% | -33.3% | -31.3% |
| 1Y | -46.9% | +43.4% | -90.3% | -59.6% |
| 3Y | -26.9% | +154.1% | -181.0% | -54.3% |
| All | -26.9% | +156.7% | -183.6% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling