+238.1%
MAR vs PINS
-19.0%
+257.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +1.0% | -9.4% | +10.4% | +2.6% |
| 30D | +16.2% | -10.2% | +26.4% | +18.1% |
| 3M | +23.1% | -19.0% | +42.1% | +26.9% |
| 6M | +22.0% | -7.4% | +29.3% | +22.2% |
| YTD | +39.2% | -25.7% | +64.9% | +43.4% |
| 1Y | +48.3% | -29.7% | +78.0% | +54.2% |
| 3Y | +123.4% | -38.1% | +161.5% | +129.8% |
| 5Y | +185.4% | -57.3% | +242.7% | +192.8% |
| All | +238.1% | -19.0% | +257.1% | +139.5% |
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