+370.3%
NEM vs PINS
-14.1%
+384.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | +0.3% | -12.0% | +12.3% | +0.9% |
| 30D | +23.1% | -12.7% | +35.7% | +23.8% |
| 3M | +18.5% | -5.5% | +24.0% | +18.6% |
| 6M | +7.8% | +5.3% | +2.5% | +7.2% |
| YTD | +29.1% | -21.2% | +50.3% | +30.2% |
| 1Y | +72.7% | -45.0% | +117.7% | +77.3% |
| 3Y | +248.7% | -26.2% | +275.0% | +245.9% |
| 5Y | +148.7% | -64.0% | +212.6% | +155.8% |
| All | +370.3% | -14.1% | +384.4% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling