+68.1%
COST vs PINS
-33.7%
+101.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.2% | +8.4% | -0.4% |
| 7D | -2.8% | -13.9% | +11.1% | -2.1% |
| 30D | -5.3% | -25.0% | +19.7% | -4.0% |
| 3M | -6.7% | -16.6% | +9.9% | -6.0% |
| 6M | -9.9% | -7.0% | -3.0% | -9.8% |
| YTD | +5.1% | -29.4% | +34.5% | +7.2% |
| 1Y | -7.3% | -49.9% | +42.6% | -3.2% |
| All | +68.1% | -33.7% | +101.8% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling