-30.0%
PINS vs CTVA
-5.7%
-24.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -24.3% | +23.7% | -0.1% |
| 7D | -3.4% | -23.7% | +20.3% | -2.9% |
| 30D | -14.5% | -31.2% | +16.7% | -14.4% |
| 3M | -16.5% | -18.7% | +2.2% | -15.8% |
| 6M | -7.0% | -25.5% | +18.5% | -6.1% |
| YTD | -26.1% | -8.0% | -18.1% | -25.3% |
| 1Y | -30.0% | -7.0% | -23.0% | -29.5% |
| All | -30.0% | -5.7% | -24.3% | -29.5% |
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