+26.0%
EWZ vs PINS
-19.0%
+45.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | +0.6% | -9.4% | +10.0% | +2.1% |
| 30D | -25.5% | -10.2% | -15.3% | -24.3% |
| 3M | -4.5% | -19.0% | +14.5% | -1.7% |
| 6M | -15.3% | -7.4% | -7.9% | -15.0% |
| YTD | +3.1% | -25.7% | +28.8% | +6.1% |
| 1Y | +1.2% | -29.7% | +30.9% | +5.1% |
| 3Y | +19.3% | -38.1% | +57.4% | +21.4% |
| 5Y | +52.3% | -57.3% | +109.5% | +57.2% |
| All | +26.0% | -19.0% | +45.0% | -18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling