-35.5%
PINS vs CRL
+85.3%
-120.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.3% | +11.5% | +6.3% |
| 7D | +1.4% | -12.8% | +14.2% | +5.3% |
| 30D | +5.8% | +5.0% | +0.8% | +2.9% |
| 3M | -17.0% | +39.4% | -56.4% | -28.1% |
| 6M | +1.8% | +89.4% | -87.6% | -24.7% |
| YTD | -18.0% | +63.6% | -81.6% | -35.2% |
| 1Y | -35.5% | +83.5% | -119.0% | -55.7% |
| All | -35.5% | +85.3% | -120.9% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling