+131.7%
LOW vs PINS
-19.4%
+151.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +1.4% | +1.0% | +0.4% | +1.3% |
| 30D | +21.7% | -12.0% | +33.7% | +24.1% |
| 3M | +5.0% | -17.9% | +22.9% | +8.0% |
| 6M | +4.6% | -1.0% | +5.6% | +3.8% |
| YTD | -3.5% | -26.0% | +22.5% | -0.5% |
| 1Y | +0.5% | -28.5% | +29.0% | +4.2% |
| 3Y | +24.8% | -39.2% | +64.0% | +27.7% |
| 5Y | +6.5% | -58.3% | +64.8% | +9.8% |
| All | +131.7% | -19.4% | +151.0% | +55.3% |
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