-29.1%
PINS vs CRL
+38.0%
-67.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | -12.0% | -1.0% | -11.0% | -11.8% |
| 30D | -12.7% | +10.7% | -23.3% | -15.2% |
| 3M | -5.5% | +55.3% | -60.8% | -17.9% |
| 6M | +5.3% | +60.7% | -55.4% | -10.0% |
| YTD | -21.2% | +44.6% | -65.8% | -30.7% |
| 1Y | -45.0% | +77.7% | -122.8% | -54.2% |
| All | -29.1% | +38.0% | -67.1% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling