+306.2%
COST vs PINS
-20.9%
+327.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.3% |
| 7D | -2.5% | -9.9% | +7.4% | -1.6% |
| 30D | -4.4% | -20.9% | +16.5% | -2.5% |
| 3M | -8.1% | -13.7% | +5.6% | -7.1% |
| 6M | -9.2% | -3.0% | -6.2% | -9.5% |
| YTD | +5.1% | -27.5% | +32.6% | +7.3% |
| 1Y | -5.1% | -46.8% | +41.7% | -0.7% |
| 3Y | +70.4% | -31.8% | +102.2% | +70.6% |
| 5Y | +104.7% | -65.4% | +170.1% | +109.3% |
| All | +306.2% | -20.9% | +327.1% | +246.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling