-16.4%
PINS vs CRS
+964.5%
-980.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.7% |
| 7D | -12.0% | -0.2% | -11.8% | -12.0% |
| 30D | -12.7% | -16.6% | +4.0% | -7.9% |
| 3M | -5.5% | -3.5% | -2.0% | -5.6% |
| 6M | +5.3% | +15.4% | -10.2% | -1.6% |
| YTD | -21.2% | +51.2% | -72.4% | -33.1% |
| 1Y | -45.0% | +98.3% | -143.3% | -58.1% |
| 3Y | -26.2% | +651.5% | -677.8% | -65.3% |
| 5Y | -64.0% | +1,411.1% | -1,475.1% | -87.0% |
| All | -16.4% | +964.5% | -980.9% | -69.3% |
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