-75.7%
PATH vs PINS
-64.0%
-11.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.2% | -14.5% | -15.5% |
| 7D | -16.3% | -12.0% | -4.3% | -10.6% |
| 30D | +9.9% | -12.7% | +22.6% | +17.6% |
| 3M | +30.2% | -5.5% | +35.7% | +33.3% |
| 6M | +37.2% | +5.3% | +32.0% | +33.2% |
| YTD | -7.3% | -21.2% | +13.9% | +2.6% |
| 1Y | +40.0% | -45.0% | +85.0% | +82.8% |
| 3Y | -4.4% | -26.2% | +21.8% | -4.8% |
| All | -75.7% | -64.0% | -11.7% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling