-30.0%
PINS vs CRS
-7.1%
-22.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.6% |
| 7D | -3.4% | +7.4% | -10.8% | -3.4% |
| 30D | -14.5% | -21.2% | +6.7% | -14.6% |
| 3M | -16.5% | -43.3% | +26.8% | -16.8% |
| 6M | -7.0% | -29.4% | +22.4% | -7.7% |
| YTD | -26.1% | -4.7% | -21.5% | -26.2% |
| 1Y | -30.0% | -9.6% | -20.4% | -29.9% |
| All | -30.0% | -7.1% | -22.9% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling