-18.9%
PINS vs CSGP
-33.4%
+14.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -5.8% |
| 7D | -0.7% | +13.9% | -14.5% | -8.4% |
| 30D | -1.2% | +16.0% | -17.2% | -11.9% |
| 3M | -15.3% | +6.1% | -21.4% | -20.6% |
| 6M | -11.2% | -8.2% | -3.0% | -9.9% |
| YTD | -23.6% | -52.3% | +28.8% | +15.9% |
| 1Y | -23.1% | -54.5% | +31.4% | +19.7% |
| 3Y | -36.0% | -58.6% | +22.5% | -2.2% |
| 5Y | -57.2% | -61.5% | +4.3% | -32.9% |
| All | -18.9% | -33.4% | +14.5% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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