-9.1%
LOW vs PINS
-33.7%
+24.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.2% | +8.1% | -0.3% |
| 7D | -0.6% | -13.9% | +13.2% | +0.7% |
| 30D | -9.3% | -25.0% | +15.7% | -7.0% |
| 3M | -8.1% | -16.6% | +8.5% | -6.8% |
| 6M | -19.8% | -7.0% | -12.8% | -19.6% |
| YTD | -16.4% | -29.4% | +13.0% | -14.0% |
| 1Y | -24.7% | -49.9% | +25.3% | -20.0% |
| All | -9.1% | -33.7% | +24.6% | -10.3% |
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