-81.1%
PATH vs PINS
-72.1%
-9.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.7% | +3.0% | -0.3% |
| 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% | +1.3% |
| 6M | +21.6% | -11.2% | +32.8% | +27.6% |
| YTD | -20.6% | -23.6% | +2.9% | -11.7% |
| 1Y | -10.6% | -23.1% | +12.6% | -0.8% |
| 3Y | -24.9% | -36.0% | +11.2% | -18.0% |
| 5Y | -76.8% | -57.2% | -19.6% | -75.3% |
| All | -81.1% | -72.1% | -9.1% | -78.3% |
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