+108.4%
B vs PINS
-57.9%
+166.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -3.1% |
| 7D | -6.2% | -3.4% | -2.8% | -6.1% |
| 30D | -6.6% | -14.5% | +7.9% | -6.2% |
| 3M | -7.9% | -16.5% | +8.6% | -7.4% |
| 6M | -16.8% | -7.0% | -9.8% | -16.8% |
| YTD | -11.7% | -26.1% | +14.5% | -10.9% |
| 1Y | +3.5% | -30.0% | +33.5% | +4.7% |
| 3Y | +165.7% | -38.5% | +204.2% | +165.8% |
| 5Y | +108.4% | -58.4% | +166.8% | +122.1% |
| All | +108.4% | -57.9% | +166.3% | +122.1% |
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