-22.3%
PINS vs CTAS
+353.8%
-376.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.1% |
| 7D | -2.1% | +1.2% | -3.2% | -2.6% |
| 30D | -6.6% | +12.8% | -19.4% | -13.5% |
| 3M | -18.7% | +10.3% | -29.0% | -23.7% |
| 6M | -10.4% | +32.0% | -42.4% | -25.4% |
| YTD | -26.8% | +19.1% | -45.9% | -35.1% |
| 1Y | -27.9% | +21.5% | -49.3% | -36.9% |
| 3Y | -38.7% | +76.0% | -114.7% | -60.7% |
| 5Y | -59.0% | +110.9% | -169.8% | -77.1% |
| All | -22.3% | +353.8% | -376.1% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling