+37.7%
PEP vs PINS
-15.2%
+52.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +0.1% | -5.2% | +5.3% | +0.4% |
| 30D | +0.7% | -14.9% | +15.6% | +1.6% |
| 3M | -0.5% | -8.4% | +7.9% | -0.1% |
| 6M | -11.3% | +0.6% | -12.0% | -11.6% |
| YTD | -0.6% | -22.2% | +21.6% | +0.4% |
| 1Y | +1.7% | -46.9% | +48.6% | +4.9% |
| 3Y | -12.5% | -26.9% | +14.4% | -13.3% |
| 5Y | +3.9% | -63.0% | +66.9% | +6.9% |
| All | +37.7% | -15.2% | +52.9% | +5.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling