+40.6%
ICE vs PINS
-63.8%
+104.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -1.2% | -5.2% | +4.1% | -0.6% |
| 30D | +5.0% | -14.9% | +19.9% | +6.5% |
| 3M | +13.9% | -8.4% | +22.3% | +14.6% |
| 6M | -4.4% | +0.6% | -5.1% | -4.9% |
| YTD | -1.9% | -22.2% | +20.3% | -0.3% |
| 1Y | -8.1% | -46.9% | +38.8% | -3.5% |
| 3Y | +42.5% | -26.9% | +69.4% | +41.1% |
| 5Y | +40.6% | -63.0% | +103.6% | +33.3% |
| All | +40.6% | -63.8% | +104.5% | +33.3% |
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 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