-28.3%
DOW vs PINS
-58.3%
+30.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.2% |
| 7D | -0.5% | -9.4% | +8.9% | +0.7% |
| 30D | +15.7% | -10.2% | +25.9% | +17.0% |
| 3M | +5.3% | -19.0% | +24.3% | +7.6% |
| 6M | -14.2% | -7.4% | -6.8% | -14.2% |
| YTD | +43.9% | -25.7% | +69.6% | +47.5% |
| 1Y | +53.1% | -29.7% | +82.8% | +58.1% |
| 3Y | -21.8% | -38.1% | +16.3% | -19.5% |
| 5Y | -28.3% | -57.3% | +29.0% | -27.3% |
| All | -28.3% | -58.3% | +30.0% | -27.3% |
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