+377.4%
EWT vs PINS
-14.1%
+391.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +2.1% |
| 7D | +4.0% | -12.0% | +16.0% | +5.6% |
| 30D | +10.3% | -12.7% | +23.0% | +12.1% |
| 3M | +6.1% | -5.5% | +11.6% | +6.4% |
| 6M | +56.6% | +5.3% | +51.4% | +54.5% |
| YTD | +76.6% | -21.2% | +97.8% | +79.8% |
| 1Y | +97.9% | -45.0% | +142.9% | +110.1% |
| 3Y | +198.0% | -26.2% | +224.2% | +197.6% |
| 5Y | +151.8% | -64.0% | +215.7% | +161.3% |
| All | +377.4% | -14.1% | +391.5% | +285.7% |
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 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