+136.6%
NEM vs PINS
-58.8%
+195.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | +11.6% | -6.9% | +18.5% | +11.7% |
| 30D | +1.8% | -11.4% | +13.2% | +1.9% |
| 3M | +2.5% | -22.2% | +24.8% | +2.8% |
| 6M | +3.4% | -10.9% | +14.3% | +3.5% |
| YTD | +20.9% | -26.8% | +47.7% | +21.8% |
| 1Y | +37.2% | -29.8% | +67.0% | +38.4% |
| 3Y | +271.6% | -39.0% | +310.6% | +271.9% |
| 5Y | +136.6% | -58.7% | +195.3% | +146.0% |
| All | +136.6% | -58.8% | +195.5% | +146.0% |
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 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