+228.8%
ON vs PINS
-14.1%
+242.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.1% | +1.6% |
| 7D | +2.4% | -12.0% | +14.5% | +6.3% |
| 30D | -3.3% | -12.7% | +9.4% | +0.3% |
| 3M | -43.6% | -5.5% | -38.1% | -43.6% |
| 6M | +19.0% | +5.3% | +13.7% | +13.5% |
| YTD | +37.4% | -21.2% | +58.6% | +41.3% |
| 1Y | +54.8% | -45.0% | +99.8% | +76.8% |
| 3Y | -25.2% | -26.2% | +1.0% | -26.6% |
| 5Y | +62.7% | -64.0% | +126.7% | +83.0% |
| All | +228.8% | -14.1% | +242.9% | +89.3% |
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