+5.9%
EXC vs PINS
-47.0%
+52.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.6% |
| 7D | +1.2% | -5.2% | +6.5% | +0.9% |
| 30D | -2.7% | -14.9% | +12.2% | -3.7% |
| 3M | -1.0% | -8.4% | +7.4% | -1.4% |
| 6M | -9.3% | +0.6% | -9.9% | -8.9% |
| YTD | +3.6% | -22.2% | +25.8% | +3.7% |
| 1Y | +5.9% | -46.9% | +52.8% | +5.8% |
| All | +5.9% | -47.0% | +52.9% | +5.8% |
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