+41.4%
EXC vs PINS
-59.5%
+100.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | +0.1% |
| 7D | -1.7% | -6.2% | +4.4% | -1.8% |
| 30D | +9.3% | -10.9% | +20.2% | +9.2% |
| 3M | +1.0% | -19.5% | +20.6% | +0.9% |
| 6M | +5.9% | -10.4% | +16.3% | +5.9% |
| YTD | +7.6% | -26.4% | +34.0% | +7.8% |
| 1Y | +2.4% | -29.6% | +32.1% | +2.6% |
| 3Y | +30.2% | -39.0% | +69.3% | +29.8% |
| 5Y | +41.4% | -59.1% | +100.5% | +38.7% |
| All | +41.4% | -59.5% | +100.8% | +38.7% |
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