+312.2%
COST vs PINS
-14.1%
+326.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.9% |
| 7D | -3.1% | -12.0% | +8.9% | -2.1% |
| 30D | -2.8% | -12.7% | +9.9% | -1.7% |
| 3M | -5.7% | -5.5% | -0.2% | -5.4% |
| 6M | -8.8% | +5.3% | -14.0% | -9.6% |
| YTD | +6.7% | -21.2% | +27.9% | +8.1% |
| 1Y | -3.6% | -45.0% | +41.4% | +0.7% |
| 3Y | +75.1% | -26.2% | +101.3% | +74.1% |
| 5Y | +108.9% | -64.0% | +172.9% | +113.0% |
| All | +312.2% | -14.1% | +326.3% | +248.9% |
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