+239.7%
PCAR vs PINS
-14.1%
+253.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.4% |
| 7D | -0.5% | -12.0% | +11.5% | +0.7% |
| 30D | -6.2% | -12.7% | +6.4% | -5.0% |
| 3M | +5.9% | -5.5% | +11.4% | +6.2% |
| 6M | +0.4% | +5.3% | -4.9% | -0.6% |
| YTD | +14.8% | -21.2% | +36.0% | +16.6% |
| 1Y | +30.1% | -45.0% | +75.1% | +36.6% |
| 3Y | +66.7% | -26.2% | +92.9% | +66.0% |
| 5Y | +166.1% | -64.0% | +230.1% | +174.9% |
| All | +239.7% | -14.1% | +253.8% | +164.9% |
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