+32.3%
O vs PINS
-14.1%
+46.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -0.7% | -12.0% | +11.3% | +0.5% |
| 30D | -1.9% | -12.7% | +10.8% | -0.6% |
| 3M | +3.8% | -5.5% | +9.4% | +4.1% |
| 6M | -4.7% | +5.3% | -10.0% | -5.9% |
| YTD | +12.5% | -21.2% | +33.7% | +14.1% |
| 1Y | +10.8% | -45.0% | +55.9% | +16.5% |
| 3Y | +28.8% | -26.2% | +55.0% | +26.6% |
| 5Y | +13.2% | -64.0% | +77.1% | +18.4% |
| All | +32.3% | -14.1% | +46.4% | -17.4% |
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