-22.3%
PINS vs CMS
+59.5%
-81.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.7% |
| 7D | -2.1% | -1.3% | -0.8% | -1.7% |
| 30D | -6.6% | +6.3% | -13.0% | -8.1% |
| 3M | -18.7% | -2.1% | -16.7% | -18.4% |
| 6M | -10.4% | -5.1% | -5.3% | -9.5% |
| YTD | -26.8% | +1.3% | -28.0% | -28.0% |
| 1Y | -27.9% | -1.4% | -26.5% | -28.5% |
| 3Y | -38.7% | +36.9% | -75.6% | -47.3% |
| 5Y | -59.0% | +32.5% | -91.5% | -65.7% |
| All | -22.3% | +59.5% | -81.8% | -13.9% |
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