+14.4%
FIX vs PINS
-35.1%
+49.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.2% | -19.3% | -14.7% |
| 7D | -18.9% | +1.4% | -20.3% | -18.7% |
| 30D | -36.3% | +5.8% | -42.1% | -35.9% |
| 3M | -38.5% | -17.0% | -21.5% | -39.1% |
| 6M | -42.3% | +1.8% | -44.0% | -41.9% |
| YTD | +17.1% | -18.0% | +35.1% | +16.7% |
| 1Y | +14.4% | -35.5% | +49.9% | +11.8% |
| All | +14.4% | -35.1% | +49.5% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling