-10.4%
PINS vs COR
+25.0%
-35.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.6% |
| 7D | -2.1% | +0.8% | -2.9% | -1.6% |
| 30D | -6.6% | +5.1% | -11.8% | -6.6% |
| 3M | -18.7% | +2.8% | -21.6% | -18.5% |
| 6M | -10.4% | +32.5% | -42.9% | -9.0% |
| All | -10.4% | +25.0% | -35.4% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 6mo: compounded portfolio wealth divided by compounded COR 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…
6mo analysis · Full analysis span regression · 6 months rolling