+187.6%
PCAR vs PINS
-20.2%
+207.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +3.5% | -6.9% | +10.4% | +4.2% |
| 30D | -2.3% | -11.4% | +9.2% | -1.2% |
| 3M | -19.3% | -22.2% | +2.9% | -17.5% |
| 6M | -7.1% | -10.9% | +3.8% | -6.5% |
| YTD | -2.8% | -26.8% | +24.0% | -0.8% |
| 1Y | +9.3% | -29.8% | +39.1% | +12.0% |
| 3Y | +33.5% | -39.0% | +72.5% | +35.7% |
| 5Y | +112.6% | -58.7% | +171.3% | +116.3% |
| All | +187.6% | -20.2% | +207.8% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling