+53.3%
DIA vs PINS
-58.9%
+112.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.1% |
| 7D | -0.9% | -2.1% | +1.1% | -0.7% |
| 30D | +0.3% | -6.6% | +6.9% | +0.9% |
| 3M | -4.5% | -18.7% | +14.2% | -2.6% |
| 6M | +3.4% | -10.4% | +13.7% | +3.9% |
| YTD | +7.8% | -26.8% | +34.5% | +10.3% |
| 1Y | +10.7% | -27.9% | +38.6% | +13.4% |
| 3Y | +57.5% | -38.7% | +96.2% | +60.1% |
| All | +53.3% | -58.9% | +112.2% | +53.1% |
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 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