+6.5%
FIX vs PINS
-27.3%
+33.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.2% | +9.6% | +5.2% |
| 7D | -17.5% | -2.1% | -15.4% | -17.4% |
| 30D | -41.6% | -6.6% | -34.9% | -41.6% |
| 3M | -40.6% | -18.7% | -21.9% | -41.1% |
| 6M | -49.4% | -10.4% | -39.0% | -49.4% |
| YTD | +9.2% | -26.8% | +35.9% | +13.6% |
| 1Y | +6.5% | -27.9% | +34.3% | +11.8% |
| All | +6.5% | -27.3% | +33.8% | +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