-24.0%
ON vs PINS
-27.4%
+3.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.1% | +1.3% |
| 7D | +2.4% | -12.0% | +14.5% | +4.6% |
| 30D | -3.3% | -12.7% | +9.4% | -1.3% |
| 3M | -43.6% | -5.5% | -38.1% | -43.4% |
| 6M | +19.0% | +5.3% | +13.7% | +15.3% |
| YTD | +37.4% | -21.2% | +58.6% | +42.8% |
| 1Y | +54.8% | -45.0% | +99.8% | +77.0% |
| All | -24.0% | -27.4% | +3.3% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling