-35.5%
PINS vs CTAS
+25.6%
-61.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.9% | +3.2% |
| 7D | +1.4% | +7.6% | -6.2% | -1.6% |
| 30D | +5.8% | +17.2% | -11.4% | -1.0% |
| 3M | -17.0% | +12.8% | -29.8% | -21.2% |
| 6M | +1.8% | +38.0% | -36.2% | -11.7% |
| YTD | -18.0% | +22.7% | -40.7% | -23.4% |
| 1Y | -35.5% | +25.6% | -61.2% | -38.9% |
| All | -35.5% | +25.6% | -61.2% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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