+44.5%
IYR vs PINS
-14.1%
+58.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.5% |
| 7D | -1.2% | -12.0% | +10.8% | +0.3% |
| 30D | -2.9% | -12.7% | +9.8% | -1.3% |
| 3M | +0.8% | -5.5% | +6.3% | +1.2% |
| 6M | +1.9% | +5.3% | -3.4% | +0.4% |
| YTD | +9.6% | -21.2% | +30.8% | +11.6% |
| 1Y | +8.1% | -45.0% | +53.1% | +14.7% |
| 3Y | +29.2% | -26.2% | +55.4% | +27.9% |
| 5Y | +4.3% | -64.0% | +68.2% | +8.9% |
| All | +44.5% | -14.1% | +58.6% | +3.2% |
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