+28.7%
O vs PINS
-20.2%
+48.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.4% |
| 7D | +3.7% | -2.1% | +5.8% | +3.9% |
| 30D | +11.2% | -6.6% | +17.8% | +11.8% |
| 3M | -4.0% | -18.7% | +14.8% | -2.3% |
| 6M | -5.2% | -10.4% | +5.2% | -4.9% |
| YTD | +9.5% | -26.8% | +36.2% | +11.6% |
| 1Y | +10.6% | -27.9% | +38.5% | +12.8% |
| 3Y | +38.1% | -38.7% | +76.8% | +39.0% |
| 5Y | +10.2% | -59.0% | +69.2% | +12.6% |
| All | +28.7% | -20.2% | +48.9% | -19.3% |
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