+122.5%
F vs PINS
-14.1%
+136.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.6% | +1.8% |
| 7D | +5.3% | -12.0% | +17.4% | +7.5% |
| 30D | +4.6% | -12.7% | +17.3% | +6.8% |
| 3M | -3.7% | -5.5% | +1.9% | -3.2% |
| 6M | +16.8% | +5.3% | +11.6% | +14.6% |
| YTD | +15.3% | -21.2% | +36.5% | +17.8% |
| 1Y | +31.0% | -45.0% | +76.1% | +41.6% |
| 3Y | +45.4% | -26.2% | +71.7% | +44.4% |
| 5Y | +54.7% | -64.0% | +118.6% | +61.1% |
| All | +122.5% | -14.1% | +136.6% | +59.7% |
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 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