+115.1%
ICE vs PINS
-23.0%
+138.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.2% | +8.4% | +0.4% |
| 7D | -0.9% | -13.9% | +13.0% | +1.0% |
| 30D | +4.0% | -25.0% | +28.9% | +7.8% |
| 3M | +11.0% | -16.6% | +27.6% | +13.2% |
| 6M | -5.0% | -7.0% | +2.0% | -4.8% |
| YTD | -2.7% | -29.4% | +26.7% | +0.6% |
| 1Y | -8.6% | -49.9% | +41.3% | -1.7% |
| 3Y | +41.4% | -33.6% | +75.0% | +41.6% |
| 5Y | +39.9% | -66.8% | +106.7% | +47.8% |
| All | +115.1% | -23.0% | +138.1% | +60.1% |
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