-66.8%
PINS vs CPAY
+54.3%
-121.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.2% | -9.0% | -9.1% |
| 7D | -13.9% | -2.5% | -11.4% | -12.7% |
| 30D | -25.0% | +1.3% | -26.3% | -25.6% |
| 3M | -16.6% | +13.5% | -30.1% | -22.4% |
| 6M | -7.0% | +24.7% | -31.7% | -18.6% |
| YTD | -29.4% | +34.9% | -64.3% | -42.2% |
| 1Y | -49.9% | +29.7% | -79.6% | -58.3% |
| 3Y | -33.6% | +49.4% | -83.0% | -53.1% |
| 5Y | -66.8% | +53.5% | -120.3% | -77.9% |
| All | -66.8% | +54.3% | -121.2% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling