+328.8%
MSFT vs PINS
-15.2%
+344.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -1.4% | -5.2% | +3.8% | -0.3% |
| 30D | -1.0% | -14.9% | +13.9% | +2.2% |
| 3M | +20.2% | -8.4% | +28.6% | +21.9% |
| 6M | +21.3% | +0.6% | +20.6% | +20.3% |
| YTD | +2.8% | -22.2% | +25.0% | +6.6% |
| 1Y | 0.0% | -46.9% | +46.9% | +11.0% |
| 3Y | +51.2% | -26.9% | +78.1% | +50.7% |
| 5Y | +71.4% | -63.0% | +134.4% | +83.1% |
| All | +328.8% | -15.2% | +344.0% | +209.9% |
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