+23.8%
IWM vs PINS
-58.8%
+82.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.4% | +1.0% | +0.4% | +1.2% |
| 30D | +2.3% | -12.0% | +14.3% | +4.5% |
| 3M | -8.3% | -17.9% | +9.6% | -5.4% |
| 6M | -1.3% | -1.0% | -0.3% | -2.3% |
| YTD | +13.5% | -26.0% | +39.5% | +17.7% |
| 1Y | +18.4% | -28.5% | +46.9% | +23.5% |
| 3Y | +69.6% | -39.2% | +108.8% | +74.7% |
| All | +23.8% | -58.8% | +82.6% | +31.6% |
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