-38.7%
PINS vs CMS
+35.4%
-74.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -4.8% |
| 7D | -2.1% | -1.3% | -0.8% | -2.5% |
| 30D | -6.6% | +6.3% | -13.0% | -4.7% |
| 3M | -18.7% | -2.1% | -16.7% | -19.3% |
| 6M | -10.4% | -5.1% | -5.3% | -11.7% |
| YTD | -26.8% | +1.3% | -28.0% | -26.7% |
| 1Y | -27.9% | -1.4% | -26.5% | -28.1% |
| 3Y | -38.7% | +36.9% | -75.6% | -36.0% |
| All | -38.7% | +35.4% | -74.1% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling