-25.3%
PINS vs CTVA
+197.0%
-222.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.2% |
| 7D | -6.2% | +1.6% | -7.7% | -6.7% |
| 30D | -10.9% | -8.5% | -2.4% | -7.9% |
| 3M | -19.5% | +5.3% | -24.8% | -22.0% |
| 6M | -10.4% | -0.1% | -10.3% | -12.1% |
| YTD | -26.4% | +21.2% | -47.6% | -34.1% |
| 1Y | -29.6% | +27.0% | -56.6% | -38.3% |
| 3Y | -39.0% | +87.2% | -126.2% | -56.9% |
| 5Y | -59.1% | +77.9% | -137.0% | -71.4% |
| All | -25.3% | +197.0% | -222.3% | -64.8% |
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