-21.2%
PINS vs CMS
+61.8%
-83.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -9.4% | -1.1% | -8.3% | -9.1% |
| 30D | -10.2% | +6.6% | -16.8% | -11.7% |
| 3M | -19.0% | +0.8% | -19.8% | -19.2% |
| 6M | -7.4% | -3.3% | -4.0% | -6.9% |
| YTD | -25.7% | +2.7% | -28.4% | -27.2% |
| 1Y | -29.7% | -4.0% | -25.7% | -29.7% |
| 3Y | -38.1% | +37.6% | -75.7% | -46.8% |
| 5Y | -57.3% | +35.4% | -92.7% | -64.6% |
| All | -21.2% | +61.8% | -83.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling