+23.3%
BX vs PINS
-63.0%
+86.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -2.0% | -5.2% | +3.3% | -0.6% |
| 30D | -2.3% | -14.9% | +12.6% | +1.8% |
| 3M | +18.5% | -8.4% | +26.9% | +20.4% |
| 6M | +23.7% | +0.6% | +23.1% | +21.9% |
| YTD | -10.4% | -22.2% | +11.9% | -6.2% |
| 1Y | -19.6% | -46.9% | +27.4% | -7.4% |
| 3Y | +30.8% | -26.9% | +57.7% | +30.2% |
| All | +23.3% | -63.0% | +86.2% | +17.7% |
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