-21.0%
PINS vs CTVA
+216.1%
-237.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -0.4% |
| 7D | -5.2% | -2.1% | -3.1% | -4.4% |
| 30D | -14.9% | +12.0% | -27.0% | -18.8% |
| 3M | -8.4% | +13.5% | -21.9% | -13.8% |
| 6M | +0.6% | +12.1% | -11.5% | -5.2% |
| YTD | -22.2% | +29.0% | -51.2% | -31.4% |
| 1Y | -46.9% | +18.9% | -65.8% | -51.9% |
| 3Y | -26.9% | +78.9% | -105.8% | -46.6% |
| 5Y | -63.0% | +105.2% | -168.2% | -75.6% |
| All | -21.0% | +216.1% | -237.1% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling