+97.1%
BAC vs PINS
-20.2%
+117.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | 0.0% |
| 7D | -1.2% | -2.1% | +0.9% | -0.9% |
| 30D | -7.7% | -6.6% | -1.0% | -6.8% |
| 3M | -21.2% | -18.7% | -2.4% | -18.9% |
| 6M | -6.8% | -10.4% | +3.6% | -6.2% |
| YTD | -8.7% | -26.8% | +18.1% | -5.8% |
| 1Y | -5.3% | -27.9% | +22.6% | -2.1% |
| 3Y | +87.4% | -38.7% | +126.1% | +93.0% |
| 5Y | +18.9% | -59.0% | +77.9% | +22.9% |
| All | +97.1% | -20.2% | +117.3% | +30.4% |
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 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