-20.0%
PINS vs CTVA
+223.3%
-243.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -12.0% | +4.9% | -17.0% | -13.8% |
| 30D | -12.7% | +11.9% | -24.6% | -16.6% |
| 3M | -5.5% | +13.7% | -19.2% | -11.1% |
| 6M | +5.3% | +13.1% | -7.9% | -1.2% |
| YTD | -21.2% | +32.0% | -53.2% | -31.1% |
| 1Y | -45.0% | +22.1% | -67.1% | -50.7% |
| 3Y | -26.2% | +77.5% | -103.7% | -45.7% |
| 5Y | -64.0% | +106.3% | -170.2% | -76.3% |
| All | -20.0% | +223.3% | -243.3% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling