+39.1%
IWM vs PINS
-64.0%
+103.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.7% |
| 7D | +0.1% | -12.0% | +12.1% | +2.4% |
| 30D | -1.3% | -12.7% | +11.4% | +1.1% |
| 3M | +1.6% | -5.5% | +7.1% | +2.1% |
| 6M | +13.6% | +5.3% | +8.3% | +11.3% |
| YTD | +20.8% | -21.2% | +42.0% | +24.1% |
| 1Y | +26.4% | -45.0% | +71.5% | +38.4% |
| 3Y | +60.7% | -26.2% | +86.9% | +59.0% |
| All | +39.1% | -64.0% | +103.2% | +40.0% |
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