+157.6%
B vs PINS
-64.0%
+221.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | -1.6% | -12.0% | +10.4% | -1.2% |
| 30D | +9.4% | -12.7% | +22.1% | +9.9% |
| 3M | +5.0% | -5.5% | +10.5% | +5.0% |
| 6M | -3.5% | +5.3% | -8.8% | -4.0% |
| YTD | +4.5% | -21.2% | +25.7% | +5.2% |
| 1Y | +67.8% | -45.0% | +112.8% | +71.6% |
| 3Y | +196.7% | -26.2% | +222.9% | +193.6% |
| All | +157.6% | -64.0% | +221.7% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling