+150.0%
BAC vs PINS
-14.1%
+164.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | +1.1% | -12.0% | +13.1% | +3.1% |
| 30D | -0.4% | -12.7% | +12.3% | +1.6% |
| 3M | +16.9% | -5.5% | +22.4% | +17.4% |
| 6M | +26.6% | +5.3% | +21.3% | +24.5% |
| YTD | +15.8% | -21.2% | +37.0% | +18.5% |
| 1Y | +27.2% | -45.0% | +72.2% | +37.0% |
| 3Y | +132.4% | -26.2% | +158.6% | +132.2% |
| 5Y | +72.6% | -64.0% | +136.5% | +82.0% |
| All | +150.0% | -14.1% | +164.1% | +64.0% |
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