-38.9%
PINS vs CTAS
+75.1%
-114.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | -9.4% | -0.8% | -8.6% | -9.1% |
| 30D | -10.2% | +10.7% | -21.0% | -13.1% |
| 3M | -19.0% | +11.0% | -30.0% | -21.8% |
| 6M | -7.4% | +38.7% | -46.1% | -16.7% |
| YTD | -25.7% | +21.8% | -47.5% | -30.5% |
| 1Y | -29.7% | +23.6% | -53.3% | -34.5% |
| All | -38.9% | +75.1% | -114.1% | -49.0% |
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