+3.4%
EXC vs PINS
-45.1%
+48.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -2.1% |
| 7D | -0.7% | -12.0% | +11.4% | -1.4% |
| 30D | -4.6% | -12.7% | +8.0% | -5.4% |
| 3M | -2.2% | -5.5% | +3.3% | -2.4% |
| 6M | -10.6% | +5.3% | -15.8% | -9.9% |
| YTD | +1.9% | -21.2% | +23.1% | +2.1% |
| 1Y | +3.4% | -45.0% | +48.4% | +3.2% |
| All | +3.4% | -45.1% | +48.5% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling