+143.2%
ICE vs PINS
-20.2%
+163.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +3.2% | -6.9% | +10.1% | +4.1% |
| 30D | +12.9% | -11.4% | +24.4% | +14.5% |
| 3M | +17.5% | -22.2% | +39.8% | +21.0% |
| 6M | +14.0% | -10.9% | +24.9% | +14.8% |
| YTD | +10.0% | -26.8% | +36.8% | +12.9% |
| 1Y | +19.5% | -29.8% | +49.4% | +23.3% |
| 3Y | +66.8% | -39.0% | +105.8% | +69.5% |
| 5Y | +40.3% | -58.7% | +99.0% | +43.8% |
| All | +143.2% | -20.2% | +163.4% | +79.8% |
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 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