+89.3%
F vs PINS
-20.2%
+109.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | 0.0% |
| 7D | +1.6% | -2.1% | +3.6% | +1.9% |
| 30D | +2.6% | -6.6% | +9.3% | +3.6% |
| 3M | -8.8% | -18.7% | +9.9% | -6.1% |
| 6M | +4.6% | -10.4% | +15.0% | +5.4% |
| YTD | -1.9% | -26.8% | +24.9% | +1.1% |
| 1Y | -0.8% | -27.9% | +27.1% | +2.5% |
| 3Y | +43.5% | -38.7% | +82.2% | +47.4% |
| 5Y | -12.1% | -59.0% | +46.9% | -10.0% |
| All | +89.3% | -20.2% | +109.5% | +37.1% |
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