+70.4%
PCAR vs PINS
-25.8%
+96.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.3% |
| 7D | -0.5% | -12.0% | +11.5% | +0.5% |
| 30D | -6.2% | -12.7% | +6.4% | -5.3% |
| 3M | +5.9% | -5.5% | +11.4% | +6.2% |
| 6M | +0.4% | +5.3% | -4.9% | -0.4% |
| YTD | +14.8% | -21.2% | +36.0% | +17.1% |
| 1Y | +30.1% | -45.0% | +75.1% | +37.4% |
| All | +70.4% | -25.8% | +96.3% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling