+1,741.8%
FIX vs PINS
-20.2%
+1,762.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.2% | +9.6% | +6.0% |
| 7D | -17.5% | -2.1% | -15.4% | -17.3% |
| 30D | -41.6% | -6.6% | -34.9% | -41.1% |
| 3M | -40.6% | -18.7% | -21.9% | -39.2% |
| 6M | -49.4% | -10.4% | -39.0% | -49.3% |
| YTD | +9.2% | -26.8% | +35.9% | +11.9% |
| 1Y | +6.5% | -27.9% | +34.3% | +9.3% |
| 3Y | +448.7% | -38.7% | +487.4% | +462.5% |
| 5Y | +948.7% | -59.0% | +1,007.7% | +983.9% |
| All | +1,741.8% | -20.2% | +1,762.0% | +1,178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling