-25.0%
PINS vs CTVA
+125.4%
-150.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -24.3% | +23.7% | +8.2% |
| 7D | -3.4% | -23.7% | +20.3% | +4.8% |
| 30D | -14.5% | -31.2% | +16.7% | -3.6% |
| 3M | -16.5% | -18.7% | +2.2% | -12.7% |
| 6M | -7.0% | -25.5% | +18.5% | 0.0% |
| YTD | -26.1% | -8.0% | -18.1% | -28.1% |
| 1Y | -30.0% | -7.0% | -23.0% | -32.2% |
| 3Y | -38.5% | +45.2% | -83.7% | -53.2% |
| 5Y | -58.4% | +32.3% | -90.7% | -68.0% |
| All | -25.0% | +125.4% | -150.4% | -61.6% |
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