-57.3%
PINS vs CMI
+118.3%
-175.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.7% |
| 7D | -9.4% | -1.8% | -7.6% | -8.7% |
| 30D | -10.2% | -12.2% | +2.0% | -5.7% |
| 3M | -19.0% | -26.5% | +7.5% | -8.9% |
| 6M | -7.4% | -33.6% | +26.2% | +6.7% |
| YTD | -25.7% | -8.3% | -17.4% | -30.5% |
| 1Y | -29.7% | -1.3% | -28.5% | -37.3% |
| 3Y | -38.1% | +124.8% | -162.9% | -68.5% |
| 5Y | -57.3% | +119.9% | -177.1% | -80.6% |
| All | -57.3% | +118.3% | -175.6% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling