-12.5%
F vs PINS
-58.8%
+46.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | +1.0% | -6.9% | +7.9% | +2.2% |
| 30D | +2.1% | -11.4% | +13.6% | +4.1% |
| 3M | -10.3% | -22.2% | +12.0% | -6.7% |
| 6M | +3.3% | -10.9% | +14.2% | +4.1% |
| YTD | -2.0% | -26.8% | +24.8% | +1.5% |
| 1Y | -2.3% | -29.8% | +27.6% | +2.0% |
| 3Y | +49.9% | -39.0% | +88.9% | +53.9% |
| 5Y | -12.5% | -58.7% | +46.2% | -22.4% |
| All | -12.5% | -58.8% | +46.4% | -22.4% |
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