-59.3%
PINS vs CRS
+772.4%
-831.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -2.1% | -1.7% | -0.4% | -1.5% |
| 30D | -6.6% | -28.8% | +22.2% | +1.7% |
| 3M | -18.7% | -50.0% | +31.3% | -2.0% |
| 6M | -10.4% | -39.2% | +28.8% | +0.5% |
| YTD | -26.8% | -11.4% | -15.3% | -28.8% |
| 1Y | -27.9% | -11.7% | -16.2% | -30.0% |
| 3Y | -38.7% | +319.6% | -358.3% | -68.5% |
| All | -59.3% | +772.4% | -831.7% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling