-10.6%
PATH vs PINS
-24.8%
+14.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.7% | +3.0% | -0.2% |
| 7D | -5.6% | -0.7% | -4.9% | -5.5% |
| 30D | -0.7% | -1.2% | +0.5% | -0.5% |
| 3M | -5.9% | -15.3% | +9.4% | +1.6% |
| 6M | +21.6% | -11.2% | +32.8% | +26.5% |
| YTD | -20.6% | -23.6% | +2.9% | -7.4% |
| 1Y | -10.6% | -23.1% | +12.6% | +5.0% |
| All | -10.6% | -24.8% | +14.2% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling