+146.1%
ICE vs PINS
-19.4%
+165.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.6% | +1.0% | +2.6% | +3.5% |
| 30D | +15.1% | -12.0% | +27.1% | +16.8% |
| 3M | +15.4% | -17.9% | +33.3% | +17.9% |
| 6M | +16.1% | -1.0% | +17.2% | +15.4% |
| YTD | +11.4% | -26.0% | +37.4% | +14.2% |
| 1Y | +18.5% | -28.5% | +46.9% | +21.9% |
| 3Y | +70.5% | -39.2% | +109.7% | +73.5% |
| 5Y | +40.9% | -58.3% | +99.3% | +44.2% |
| All | +146.1% | -19.4% | +165.5% | +81.7% |
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