+1,092.2%
FIX vs PINS
-58.3%
+1,150.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.8% |
| 7D | +6.4% | -9.4% | +15.8% | +7.9% |
| 30D | -29.1% | -10.2% | -18.9% | -28.2% |
| 3M | -31.1% | -19.0% | -12.1% | -29.5% |
| 6M | -42.8% | -7.4% | -35.4% | -43.0% |
| YTD | +24.6% | -25.7% | +50.4% | +27.7% |
| 1Y | +21.9% | -29.7% | +51.7% | +26.1% |
| 3Y | +524.9% | -38.1% | +563.0% | +539.7% |
| 5Y | +1,092.2% | -57.3% | +1,149.5% | +1,131.3% |
| All | +1,092.2% | -58.3% | +1,150.6% | +1,131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling