+365.6%
NEM vs PINS
-19.8%
+385.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | -1.0% | -6.6% | +5.6% | -0.7% |
| 30D | +7.8% | -16.8% | +24.6% | +8.7% |
| 3M | +30.2% | -11.4% | +41.6% | +30.7% |
| 6M | +9.6% | -1.7% | +11.3% | +9.3% |
| YTD | +27.8% | -26.4% | +54.2% | +29.3% |
| 1Y | +60.7% | -45.5% | +106.2% | +64.9% |
| 3Y | +245.3% | -31.7% | +277.0% | +243.8% |
| 5Y | +155.3% | -64.9% | +220.2% | +162.4% |
| All | +365.6% | -19.8% | +385.4% | +303.0% |
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