+26.9%
LOW vs PINS
-38.0%
+64.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +1.0% | -9.4% | +10.3% | +1.8% |
| 30D | +25.6% | -10.2% | +35.8% | +26.7% |
| 3M | +5.3% | -19.0% | +24.4% | +7.1% |
| 6M | +3.7% | -7.4% | +11.1% | +4.1% |
| YTD | -1.9% | -25.7% | +23.9% | +0.4% |
| 1Y | +0.6% | -29.7% | +30.3% | +3.4% |
| All | +26.9% | -38.0% | +64.9% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling