+42.7%
IYR vs PINS
-23.0%
+65.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.2% | +8.1% | 0.0% |
| 7D | -0.9% | -13.9% | +12.9% | +0.9% |
| 30D | -2.4% | -25.0% | +22.6% | +1.0% |
| 3M | -2.0% | -16.6% | +14.6% | -0.2% |
| 6M | +2.5% | -7.0% | +9.5% | +2.6% |
| YTD | +8.3% | -29.4% | +37.7% | +11.7% |
| 1Y | +6.5% | -49.9% | +56.4% | +14.2% |
| 3Y | +29.3% | -33.6% | +63.0% | +29.6% |
| 5Y | +5.7% | -66.8% | +72.5% | +11.3% |
| All | +42.7% | -23.0% | +65.7% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling