+31.8%
PCAR vs PINS
-38.9%
+70.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -2.1% |
| 7D | +0.1% | -2.1% | +2.1% | +0.3% |
| 30D | -4.6% | -6.6% | +2.1% | -4.0% |
| 3M | -22.6% | -18.7% | -3.8% | -21.4% |
| 6M | -12.0% | -10.4% | -1.6% | -11.4% |
| YTD | -6.1% | -26.8% | +20.7% | -3.6% |
| 1Y | +6.3% | -27.9% | +34.2% | +9.3% |
| 3Y | +31.8% | -38.7% | +70.5% | +29.8% |
| All | +31.8% | -38.9% | +70.7% | +29.8% |
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