-26.9%
PINS vs CTVA
+78.5%
-105.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.0% |
| 7D | -5.2% | -2.1% | -3.1% | -4.9% |
| 30D | -14.9% | +12.0% | -27.0% | -16.3% |
| 3M | -8.4% | +13.5% | -21.9% | -10.4% |
| 6M | +0.6% | +12.1% | -11.5% | -1.5% |
| YTD | -22.2% | +29.0% | -51.2% | -26.2% |
| 1Y | -46.9% | +18.9% | -65.8% | -48.8% |
| 3Y | -26.9% | +78.9% | -105.8% | -34.0% |
| All | -26.9% | +78.5% | -105.4% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling