+151.0%
IBM vs PINS
-19.7%
+170.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | -2.5% | -6.2% | +3.6% | -1.9% |
| 30D | +8.4% | -10.9% | +19.3% | +9.5% |
| 3M | +4.5% | -19.5% | +24.0% | +6.4% |
| 6M | +7.9% | -10.4% | +18.3% | +8.5% |
| YTD | -15.2% | -26.4% | +11.2% | -13.6% |
| 1Y | -17.6% | -29.6% | +12.1% | -15.7% |
| 3Y | +82.1% | -39.0% | +121.1% | +85.1% |
| 5Y | +143.3% | -59.1% | +202.5% | +149.9% |
| All | +151.0% | -19.7% | +170.7% | +89.7% |
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 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