-17.5%
PINS vs CRS
+926.9%
-944.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | -0.2% |
| 7D | -5.2% | -3.1% | -2.2% | -4.4% |
| 30D | -14.9% | -19.6% | +4.7% | -9.3% |
| 3M | -8.4% | -8.1% | -0.3% | -7.1% |
| 6M | +0.6% | +18.6% | -17.9% | -6.7% |
| YTD | -22.2% | +45.9% | -68.1% | -33.3% |
| 1Y | -46.9% | +82.5% | -129.4% | -58.4% |
| 3Y | -26.9% | +648.9% | -675.8% | -65.6% |
| 5Y | -63.0% | +1,438.1% | -1,501.1% | -86.7% |
| All | -17.5% | +926.9% | -944.4% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling