-26.9%
PINS vs CPAY
+49.5%
-76.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -0.4% |
| 7D | -5.2% | +0.6% | -5.8% | -5.4% |
| 30D | -14.9% | +3.6% | -18.5% | -16.1% |
| 3M | -8.4% | +16.6% | -25.0% | -13.7% |
| 6M | +0.6% | +29.5% | -28.8% | -9.2% |
| YTD | -22.2% | +35.3% | -57.5% | -31.8% |
| 1Y | -46.9% | +30.6% | -77.6% | -52.9% |
| 3Y | -26.9% | +49.7% | -76.6% | -42.8% |
| All | -26.9% | +49.5% | -76.4% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 3y: compounded portfolio wealth divided by compounded CPAY 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…
3y analysis · Full analysis span regression · 6 months rolling