-16.4%
PINS vs COR
+478.1%
-494.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -12.0% | +2.8% | -14.8% | -12.5% |
| 30D | -12.7% | +4.5% | -17.2% | -13.5% |
| 3M | -5.5% | +22.7% | -28.2% | -9.6% |
| 6M | +5.3% | -9.7% | +15.0% | +6.9% |
| YTD | -21.2% | -1.4% | -19.8% | -21.8% |
| 1Y | -45.0% | +13.9% | -59.0% | -47.8% |
| 3Y | -26.2% | +94.0% | -120.2% | -43.6% |
| 5Y | -64.0% | +184.0% | -248.0% | -77.1% |
| All | -16.4% | +478.1% | -494.5% | -60.1% |
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