+144.7%
IBM vs PINS
-23.0%
+167.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.2% | +12.6% | +4.3% |
| 7D | +3.6% | -13.9% | +17.4% | +5.0% |
| 30D | +1.5% | -25.0% | +26.5% | +4.3% |
| 3M | -12.9% | -16.6% | +3.7% | -11.6% |
| 6M | -3.9% | -7.0% | +3.1% | -3.6% |
| YTD | -17.3% | -29.4% | +12.0% | -15.3% |
| 1Y | -5.0% | -49.9% | +44.9% | -0.1% |
| 3Y | +78.2% | -33.6% | +111.9% | +79.8% |
| 5Y | +120.6% | -66.8% | +187.5% | +131.4% |
| All | +144.7% | -23.0% | +167.7% | +86.0% |
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