+43.1%
PEP vs PINS
-19.0%
+62.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | +0.1% |
| 7D | +1.1% | -9.4% | +10.4% | +1.6% |
| 30D | +13.6% | -10.2% | +23.8% | +14.3% |
| 3M | +5.1% | -19.0% | +24.1% | +6.2% |
| 6M | -1.6% | -7.4% | +5.8% | -1.5% |
| YTD | +3.3% | -25.7% | +29.1% | +4.5% |
| 1Y | +3.2% | -29.7% | +32.9% | +4.7% |
| 3Y | -3.9% | -38.1% | +34.2% | -3.6% |
| 5Y | +4.0% | -57.3% | +61.3% | +5.2% |
| All | +43.1% | -19.0% | +62.2% | +9.3% |
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 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