+166.9%
AMGN vs PINS
-19.8%
+186.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.4% |
| 7D | -13.7% | -6.6% | -7.1% | -13.4% |
| 30D | -8.8% | -16.8% | +8.0% | -7.9% |
| 3M | +7.2% | -11.4% | +18.6% | +7.7% |
| 6M | +1.3% | -1.7% | +3.0% | +1.0% |
| YTD | +17.6% | -26.4% | +44.1% | +19.1% |
| 1Y | +37.2% | -45.5% | +82.7% | +41.1% |
| 3Y | +57.7% | -31.7% | +89.5% | +56.8% |
| 5Y | +106.3% | -64.9% | +171.1% | +113.2% |
| All | +166.9% | -19.8% | +186.7% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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