-22.3%
PINS vs CPB
-23.1%
+0.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.1% |
| 7D | -2.1% | +8.0% | -10.0% | -2.3% |
| 30D | -6.6% | +22.4% | -29.0% | -7.3% |
| 3M | -18.7% | +2.5% | -21.3% | -18.8% |
| 6M | -10.4% | +12.2% | -22.6% | -10.7% |
| YTD | -26.8% | -12.8% | -14.0% | -27.0% |
| 1Y | -27.9% | -19.2% | -8.7% | -27.9% |
| 3Y | -38.7% | -35.6% | -3.1% | -38.9% |
| 5Y | -59.0% | -31.4% | -27.6% | -60.3% |
| All | -22.3% | -23.1% | +0.8% | -30.2% |
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