+188.0%
PCAR vs PINS
-19.7%
+207.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.6% |
| 7D | +2.9% | -6.2% | +9.1% | +3.6% |
| 30D | -2.1% | -10.9% | +8.8% | -1.1% |
| 3M | -20.4% | -19.5% | -0.8% | -18.8% |
| 6M | -7.0% | -10.4% | +3.4% | -6.4% |
| YTD | -2.6% | -26.4% | +23.7% | -0.7% |
| 1Y | +9.8% | -29.6% | +39.4% | +12.5% |
| 3Y | +37.3% | -39.0% | +76.3% | +39.6% |
| 5Y | +116.4% | -59.1% | +175.6% | +120.5% |
| All | +188.0% | -19.7% | +207.8% | +125.7% |
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