-60.1%
PINS vs CRL
-12.1%
-48.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -12.0% | +11.9% | -23.9% | -16.8% |
| 3M | -17.9% | +20.2% | -38.0% | -24.8% |
| 6M | -1.0% | +107.5% | -108.6% | -28.9% |
| YTD | -26.0% | +69.4% | -95.5% | -42.7% |
| 1Y | -28.5% | +99.7% | -128.2% | -48.4% |
| 3Y | -39.2% | +98.8% | -138.0% | -60.7% |
| All | -60.1% | -12.1% | -48.0% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling