+150.1%
IBM vs PINS
-58.8%
+209.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +1.6% | +1.0% | +0.6% | +1.5% |
| 30D | +9.2% | -12.0% | +21.2% | +10.3% |
| 3M | +4.9% | -17.9% | +22.8% | +6.5% |
| 6M | +16.8% | -1.0% | +17.8% | +16.5% |
| YTD | -14.3% | -26.0% | +11.8% | -13.1% |
| 1Y | -16.7% | -28.5% | +11.8% | -15.5% |
| 3Y | +82.2% | -39.2% | +121.4% | +84.4% |
| All | +150.1% | -58.8% | +209.0% | +144.8% |
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