+315.4%
NEM vs PINS
-19.4%
+334.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -6.4% | +1.0% | -7.4% | -6.5% |
| 30D | +1.4% | -12.0% | +13.4% | +2.0% |
| 3M | -0.7% | -17.9% | +17.2% | +0.1% |
| 6M | -4.5% | -1.0% | -3.4% | -4.7% |
| YTD | +14.0% | -26.0% | +40.1% | +15.3% |
| 1Y | +27.3% | -28.5% | +55.8% | +28.9% |
| 3Y | +250.5% | -39.2% | +289.7% | +252.2% |
| 5Y | +121.1% | -58.3% | +179.4% | +124.4% |
| All | +315.4% | -19.4% | +334.8% | +259.3% |
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 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