-16.4%
PINS vs CTAS
+309.1%
-325.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -12.0% | -1.8% | -10.2% | -11.0% |
| 30D | -12.7% | -0.2% | -12.5% | -12.6% |
| 3M | -5.5% | +11.7% | -17.2% | -12.5% |
| 6M | +5.3% | +0.7% | +4.6% | +4.0% |
| YTD | -21.2% | +7.4% | -28.6% | -25.3% |
| 1Y | -45.0% | -2.1% | -42.9% | -45.0% |
| 3Y | -26.2% | +62.9% | -89.2% | -50.4% |
| 5Y | -64.0% | +111.9% | -175.8% | -80.0% |
| All | -16.4% | +309.1% | -325.5% | -70.6% |
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