-59.3%
PINS vs CRL
-10.4%
-48.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.8% | -12.0% | -7.1% |
| 7D | -2.1% | -6.1% | +4.0% | -0.4% |
| 30D | -6.6% | +12.4% | -19.0% | -11.8% |
| 3M | -18.7% | +27.1% | -45.9% | -27.2% |
| 6M | -10.4% | +85.7% | -96.1% | -32.5% |
| YTD | -26.8% | +69.2% | -96.0% | -43.1% |
| 1Y | -27.9% | +97.5% | -125.4% | -47.6% |
| 3Y | -38.7% | +86.1% | -124.8% | -58.8% |
| All | -59.3% | -10.4% | -48.9% | -58.6% |
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