-21.9%
PINS vs CP
+131.7%
-153.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.7% |
| 7D | -6.2% | +2.8% | -8.9% | -7.6% |
| 30D | -10.9% | +11.3% | -22.3% | -16.5% |
| 3M | -19.5% | +2.9% | -22.4% | -21.1% |
| 6M | -10.4% | +9.8% | -20.2% | -16.1% |
| YTD | -26.4% | +28.5% | -54.9% | -38.9% |
| 1Y | -29.6% | +33.5% | -63.1% | -43.1% |
| 3Y | -39.0% | +31.9% | -71.0% | -51.9% |
| 5Y | -59.1% | +25.5% | -84.6% | -67.4% |
| All | -21.9% | +131.7% | -153.6% | -67.5% |
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