-29.1%
PINS vs CTAS
+63.6%
-92.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -12.0% | -1.8% | -10.2% | -11.5% |
| 30D | -12.7% | -0.2% | -12.5% | -12.6% |
| 3M | -5.5% | +11.7% | -17.2% | -9.3% |
| 6M | +5.3% | +0.7% | +4.6% | +4.4% |
| YTD | -21.2% | +7.4% | -28.6% | -23.3% |
| 1Y | -45.0% | -2.1% | -42.9% | -45.0% |
| All | -29.1% | +63.6% | -92.7% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling