-16.4%
PINS vs CPB
-28.9%
+12.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.0% |
| 7D | -12.0% | -8.6% | -3.4% | -11.7% |
| 30D | -12.7% | -7.2% | -5.4% | -12.4% |
| 3M | -5.5% | +0.9% | -6.4% | -5.5% |
| 6M | +5.3% | -11.8% | +17.1% | +5.3% |
| YTD | -21.2% | -19.4% | -1.8% | -21.2% |
| 1Y | -45.0% | -30.4% | -14.7% | -44.8% |
| 3Y | -26.2% | -40.2% | +13.9% | -26.3% |
| 5Y | -64.0% | -39.5% | -24.4% | -64.7% |
| All | -16.4% | -28.9% | +12.5% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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