+93.0%
IWM vs PINS
-20.2%
+113.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.8% |
| 7D | -2.0% | -2.1% | 0.0% | -1.7% |
| 30D | -1.5% | -6.6% | +5.2% | -0.4% |
| 3M | -8.0% | -18.7% | +10.7% | -5.0% |
| 6M | -4.1% | -10.4% | +6.3% | -3.3% |
| YTD | +11.9% | -26.8% | +38.7% | +16.0% |
| 1Y | +15.0% | -27.9% | +42.9% | +19.5% |
| 3Y | +64.2% | -38.7% | +102.9% | +69.3% |
| 5Y | +20.4% | -59.0% | +79.4% | +25.1% |
| All | +93.0% | -20.2% | +113.2% | +39.1% |
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