-44.8%
PINS vs CTVA
+18.5%
-63.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.5% |
| 7D | -5.2% | -2.1% | -3.1% | -5.4% |
| 30D | -14.9% | +12.0% | -27.0% | -13.9% |
| 3M | -8.4% | +13.5% | -21.9% | -6.1% |
| 6M | +0.6% | +12.1% | -11.5% | +3.4% |
| YTD | -22.2% | +29.0% | -51.2% | -18.9% |
| All | -44.8% | +18.5% | -63.4% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling