-21.9%
PINS vs CNP
+67.0%
-88.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -6.2% | -4.3% | -1.8% | -4.5% |
| 30D | -10.9% | +5.7% | -16.7% | -13.2% |
| 3M | -19.5% | +0.9% | -20.4% | -20.2% |
| 6M | -10.4% | -1.1% | -9.3% | -10.8% |
| YTD | -26.4% | +8.3% | -34.6% | -30.2% |
| 1Y | -29.6% | +5.9% | -35.5% | -32.7% |
| 3Y | -39.0% | +64.6% | -103.7% | -54.4% |
| 5Y | -59.1% | +74.6% | -133.7% | -71.1% |
| All | -21.9% | +67.0% | -88.9% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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