-18.9%
PINS vs CP
+131.1%
-150.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.1% | -6.3% |
| 7D | -0.7% | +6.1% | -6.8% | -4.0% |
| 30D | -1.2% | +9.8% | -10.9% | -6.6% |
| 3M | -15.3% | +2.7% | -18.0% | -16.9% |
| 6M | -11.2% | +12.8% | -24.0% | -18.4% |
| YTD | -23.6% | +28.2% | -51.7% | -36.5% |
| 1Y | -23.1% | +34.1% | -57.3% | -38.1% |
| 3Y | -36.0% | +28.9% | -64.9% | -48.7% |
| 5Y | -57.2% | +27.1% | -84.2% | -66.2% |
| All | -18.9% | +131.1% | -150.0% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling