+40.4%
EXC vs PINS
-58.8%
+99.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.4% | +1.0% | +0.4% | +1.4% |
| 30D | +8.6% | -12.0% | +20.6% | +8.5% |
| 3M | +2.4% | -17.9% | +20.3% | +2.3% |
| 6M | +6.5% | -1.0% | +7.5% | +6.4% |
| YTD | +9.0% | -26.0% | +35.1% | +9.2% |
| 1Y | +4.6% | -28.5% | +33.0% | +4.7% |
| 3Y | +33.5% | -39.2% | +72.7% | +33.1% |
| All | +40.4% | -58.8% | +99.3% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling