+139.6%
IBM vs PINS
-14.1%
+153.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.3% |
| 7D | -0.3% | -12.0% | +11.7% | +0.9% |
| 30D | +0.3% | -12.7% | +12.9% | +1.6% |
| 3M | -21.6% | -5.5% | -16.1% | -21.3% |
| 6M | -4.7% | +5.3% | -10.0% | -5.4% |
| YTD | -19.1% | -21.2% | +2.1% | -17.9% |
| 1Y | -2.5% | -45.0% | +42.5% | +1.7% |
| 3Y | +74.2% | -26.2% | +100.4% | +74.0% |
| 5Y | +113.1% | -64.0% | +177.1% | +122.0% |
| All | +139.6% | -14.1% | +153.7% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling