+777.0%
FIX vs PINS
-25.8%
+802.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.2% |
| 7D | +6.0% | -12.0% | +18.1% | +7.7% |
| 30D | -7.2% | -12.7% | +5.4% | -5.8% |
| 3M | -15.9% | -5.5% | -10.3% | -15.9% |
| 6M | +12.7% | +5.3% | +7.5% | +10.0% |
| YTD | +72.8% | -21.2% | +94.0% | +77.4% |
| 1Y | +122.9% | -45.0% | +167.9% | +144.7% |
| All | +777.0% | -25.8% | +802.8% | +763.7% |
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