-22.3%
PINS vs CRS
+523.6%
-545.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | -18.7% | -50.0% | +31.3% | -1.6% |
| 6M | -10.4% | -39.2% | +28.8% | +1.1% |
| YTD | -26.8% | -11.4% | -15.3% | -28.1% |
| 1Y | -27.9% | -11.7% | -16.2% | -29.3% |
| 3Y | -38.7% | +319.6% | -358.3% | -65.9% |
| 5Y | -59.0% | +794.8% | -853.7% | -82.9% |
| All | -22.3% | +523.6% | -545.9% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling