+267.5%
B vs PINS
-20.2%
+287.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.8% |
| 7D | +9.6% | -2.1% | +11.7% | +9.7% |
| 30D | +3.5% | -6.6% | +10.2% | +3.9% |
| 3M | -1.6% | -18.7% | +17.2% | -0.5% |
| 6M | -1.7% | -10.4% | +8.7% | -1.4% |
| YTD | -5.3% | -26.8% | +21.4% | -4.1% |
| 1Y | +27.2% | -27.9% | +55.1% | +29.0% |
| 3Y | +166.1% | -38.7% | +204.8% | +167.3% |
| 5Y | +136.5% | -59.0% | +195.5% | +140.4% |
| All | +267.5% | -20.2% | +287.6% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling