-63.4%
PINS vs CP
+32.0%
-95.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -12.0% | -2.7% | -9.4% | -10.9% |
| 30D | -12.7% | +0.2% | -12.8% | -12.8% |
| 3M | -5.5% | +2.6% | -8.1% | -7.1% |
| 6M | +5.3% | +6.0% | -0.7% | +1.3% |
| YTD | -21.2% | +24.9% | -46.1% | -31.2% |
| 1Y | -45.0% | +20.1% | -65.2% | -51.0% |
| 3Y | -26.2% | +16.4% | -42.6% | -34.9% |
| All | -63.4% | +32.0% | -95.4% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling