+31.8%
O vs PINS
-15.2%
+47.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -0.6% | -5.2% | +4.7% | 0.0% |
| 30D | -2.0% | -14.9% | +13.0% | -0.4% |
| 3M | +3.0% | -8.4% | +11.4% | +3.6% |
| 6M | -3.6% | +0.6% | -4.3% | -4.4% |
| YTD | +12.1% | -22.2% | +34.3% | +13.8% |
| 1Y | +8.9% | -46.9% | +55.8% | +14.9% |
| 3Y | +30.3% | -26.9% | +57.2% | +28.3% |
| 5Y | +13.7% | -63.0% | +76.7% | +18.3% |
| All | +31.8% | -15.2% | +47.0% | -17.7% |
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