+161.2%
MAR vs PINS
-23.0%
+184.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +10.1% | +2.4% |
| 7D | -0.5% | -13.9% | +13.4% | +1.9% |
| 30D | -4.7% | -25.0% | +20.3% | -0.1% |
| 3M | -15.6% | -16.6% | +1.0% | -13.6% |
| 6M | +1.2% | -7.0% | +8.2% | +1.3% |
| YTD | +7.5% | -29.4% | +36.9% | +12.1% |
| 1Y | +26.6% | -49.9% | +76.5% | +39.0% |
| 3Y | +66.0% | -33.6% | +99.6% | +68.3% |
| 5Y | +154.1% | -66.8% | +220.9% | +171.3% |
| All | +161.2% | -23.0% | +184.2% | +87.1% |
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