+62.6%
EXC vs PINS
-15.2%
+77.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +1.2% | -5.2% | +6.5% | +1.6% |
| 30D | -2.7% | -14.9% | +12.2% | -1.6% |
| 3M | -1.0% | -8.4% | +7.4% | -0.6% |
| 6M | -9.3% | +0.6% | -9.9% | -9.8% |
| YTD | +3.6% | -22.2% | +25.8% | +4.9% |
| 1Y | +5.9% | -46.9% | +52.8% | +10.2% |
| 3Y | +21.3% | -26.9% | +48.2% | +19.3% |
| 5Y | +46.2% | -63.0% | +109.2% | +52.2% |
| All | +62.6% | -15.2% | +77.8% | +11.1% |
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