+61.5%
EXC vs PINS
-14.1%
+75.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | +0.3% | -12.0% | +12.3% | +1.2% |
| 30D | -3.7% | -12.7% | +8.9% | -2.8% |
| 3M | -1.3% | -5.5% | +4.2% | -1.1% |
| 6M | -9.7% | +5.3% | -15.0% | -10.5% |
| YTD | +2.9% | -21.2% | +24.1% | +4.0% |
| 1Y | +4.4% | -45.0% | +49.4% | +8.3% |
| 3Y | +22.2% | -26.2% | +48.4% | +20.1% |
| 5Y | +46.7% | -64.0% | +110.7% | +53.7% |
| All | +61.5% | -14.1% | +75.6% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling