+153.4%
NEM vs PINS
-63.8%
+217.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | +3.9% | -5.2% | +9.1% | +3.9% |
| 30D | +12.7% | -14.9% | +27.7% | +12.9% |
| 3M | +28.7% | -8.4% | +37.1% | +28.7% |
| 6M | +9.8% | +0.6% | +9.1% | +9.7% |
| YTD | +28.1% | -22.2% | +50.3% | +28.9% |
| 1Y | +69.3% | -46.9% | +116.3% | +72.1% |
| 3Y | +247.7% | -26.9% | +274.6% | +246.0% |
| 5Y | +153.4% | -63.0% | +216.4% | +153.1% |
| All | +153.4% | -63.8% | +217.2% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling