+121.6%
ICE vs PINS
-14.1%
+135.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.7% |
| 7D | -0.7% | -12.0% | +11.4% | +1.0% |
| 30D | +7.6% | -12.7% | +20.3% | +9.4% |
| 3M | +13.9% | -5.5% | +19.4% | +14.4% |
| 6M | -2.4% | +5.3% | -7.6% | -3.7% |
| YTD | +0.3% | -21.2% | +21.5% | +2.3% |
| 1Y | -6.4% | -45.0% | +38.6% | -0.5% |
| 3Y | +43.1% | -26.2% | +69.3% | +41.4% |
| 5Y | +42.1% | -64.0% | +106.1% | +48.8% |
| All | +121.6% | -14.1% | +135.7% | +62.8% |
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 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