+29.8%
O vs PINS
-20.2%
+50.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | +3.5% | -6.9% | +10.5% | +4.3% |
| 30D | +10.4% | -11.4% | +21.9% | +11.6% |
| 3M | -2.4% | -22.2% | +19.8% | -0.3% |
| 6M | -1.2% | -10.9% | +9.7% | -0.8% |
| YTD | +10.4% | -26.8% | +37.2% | +12.5% |
| 1Y | +11.4% | -29.8% | +41.3% | +14.1% |
| 3Y | +40.4% | -39.0% | +79.4% | +41.4% |
| 5Y | +12.1% | -58.7% | +70.8% | +14.4% |
| All | +29.8% | -20.2% | +50.0% | -18.6% |
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