-22.3%
PINS vs COR
+482.6%
-504.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.8% |
| 7D | -2.1% | +0.8% | -2.9% | -2.1% |
| 30D | -6.6% | +5.1% | -11.8% | -7.5% |
| 3M | -18.7% | +2.8% | -21.6% | -19.1% |
| 6M | -10.4% | +32.5% | -42.9% | -15.6% |
| YTD | -26.8% | -0.7% | -26.1% | -27.3% |
| 1Y | -27.9% | -6.7% | -21.2% | -27.4% |
| 3Y | -38.7% | +73.7% | -112.4% | -50.8% |
| 5Y | -59.0% | +177.9% | -236.8% | -73.6% |
| All | -22.3% | +482.6% | -504.9% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling