+65.7%
DIA vs PINS
-64.0%
+129.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.3% |
| 7D | -0.2% | -12.0% | +11.8% | +1.2% |
| 30D | -1.5% | -12.7% | +11.1% | -0.2% |
| 3M | +3.8% | -5.5% | +9.3% | +4.1% |
| 6M | +10.3% | +5.3% | +5.0% | +9.0% |
| YTD | +12.1% | -21.2% | +33.3% | +14.0% |
| 1Y | +18.6% | -45.0% | +63.7% | +25.0% |
| 3Y | +60.6% | -26.2% | +86.8% | +59.8% |
| All | +65.7% | -64.0% | +129.7% | +64.4% |
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