+448.7%
FIX vs PINS
-38.9%
+487.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.2% | +9.6% | +5.9% |
| 7D | -17.5% | -2.1% | -15.4% | -17.3% |
| 30D | -41.6% | -6.6% | -34.9% | -41.2% |
| 3M | -40.6% | -18.7% | -21.9% | -39.3% |
| 6M | -49.4% | -10.4% | -39.0% | -49.4% |
| YTD | +9.2% | -26.8% | +35.9% | +12.9% |
| 1Y | +6.5% | -27.9% | +34.3% | +10.4% |
| 3Y | +448.7% | -38.7% | +487.4% | +390.8% |
| All | +448.7% | -38.9% | +487.7% | +390.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling