-38.7%
PINS vs CRL
+86.4%
-125.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.8% | -12.0% | -6.2% |
| 7D | -2.1% | -6.1% | +4.0% | -0.9% |
| 30D | -6.6% | +12.4% | -19.0% | -10.2% |
| 3M | -18.7% | +27.1% | -45.9% | -24.7% |
| 6M | -10.4% | +85.7% | -96.1% | -26.7% |
| YTD | -26.8% | +69.2% | -96.0% | -38.8% |
| 1Y | -27.9% | +97.5% | -125.4% | -42.3% |
| 3Y | -38.7% | +86.1% | -124.8% | -50.0% |
| All | -38.7% | +86.4% | -125.1% | -50.0% |
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