+179.9%
ON vs PINS
-20.2%
+200.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.7% |
| 7D | -11.7% | -2.1% | -9.6% | -11.1% |
| 30D | -23.3% | -6.6% | -16.6% | -21.9% |
| 3M | -19.2% | -18.7% | -0.4% | -15.0% |
| 6M | -40.1% | -10.4% | -29.7% | -40.0% |
| YTD | +16.9% | -26.8% | +43.7% | +22.0% |
| 1Y | +29.7% | -27.9% | +57.6% | +36.0% |
| 3Y | -4.4% | -38.7% | +34.3% | +0.2% |
| 5Y | +7.1% | -59.0% | +66.0% | +15.4% |
| All | +179.9% | -20.2% | +200.1% | +63.5% |
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