+154.9%
IBM vs PINS
-19.0%
+173.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | -1.7% | -9.4% | +7.7% | -0.8% |
| 30D | +10.1% | -10.2% | +20.3% | +11.2% |
| 3M | +4.8% | -19.0% | +23.9% | +6.7% |
| 6M | +12.6% | -7.4% | +20.0% | +12.9% |
| YTD | -13.9% | -25.7% | +11.8% | -12.3% |
| 1Y | -18.7% | -29.7% | +11.0% | -16.8% |
| 3Y | +81.9% | -38.1% | +120.0% | +84.7% |
| 5Y | +148.3% | -57.3% | +205.6% | +153.8% |
| All | +154.9% | -19.0% | +173.9% | +92.5% |
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