-22.3%
PINS vs CP
+127.1%
-149.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.2% |
| 7D | -2.1% | +2.8% | -4.8% | -3.5% |
| 30D | -6.6% | +10.2% | -16.9% | -11.9% |
| 3M | -18.7% | +2.4% | -21.1% | -20.1% |
| 6M | -10.4% | +7.7% | -18.1% | -15.2% |
| YTD | -26.8% | +26.0% | -52.8% | -38.5% |
| 1Y | -27.9% | +34.6% | -62.5% | -42.0% |
| 3Y | -38.7% | +26.7% | -65.4% | -50.3% |
| 5Y | -59.0% | +24.9% | -83.9% | -67.3% |
| All | -22.3% | +127.1% | -149.4% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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