-37.1%
DOW vs PINS
-64.9%
+27.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.2% |
| 7D | -1.4% | -6.6% | +5.2% | -0.6% |
| 30D | -3.9% | -16.8% | +12.9% | -1.8% |
| 3M | -12.7% | -11.4% | -1.3% | -11.7% |
| 6M | -13.7% | -1.7% | -12.0% | -14.3% |
| YTD | +28.4% | -26.4% | +54.8% | +32.2% |
| 1Y | +21.8% | -45.5% | +67.3% | +30.3% |
| 3Y | -35.7% | -31.7% | -4.0% | -34.4% |
| All | -37.1% | -64.9% | +27.7% | -33.7% |
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